-35.2%
MOD vs DUOL
-17.4%
-17.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.5% | +6.2% |
| 7D | -25.5% | +21.9% | -47.5% | -19.9% |
| 30D | -49.0% | +5.7% | -54.7% | -46.0% |
| 3M | -49.8% | +30.9% | -80.7% | -44.8% |
| 6M | -64.8% | +52.8% | -117.5% | -61.0% |
| YTD | -27.6% | -8.6% | -19.0% | -15.3% |
| 1Y | -35.2% | -17.2% | -18.0% | -24.1% |
| All | -35.2% | -17.4% | -17.8% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DUOL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling