+191.0%
MOD vs DUOL
-20.2%
+211.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +5.0% | +22.8% | +27.2% |
| 7D | +40.4% | +3.0% | +37.4% | +39.9% |
| 30D | -14.0% | +18.3% | -32.3% | -16.5% |
| 3M | -33.3% | +14.7% | -48.1% | -35.2% |
| 6M | -51.4% | +57.5% | -108.9% | -57.0% |
| YTD | +1.6% | -5.8% | +7.4% | +2.2% |
| 1Y | +5.4% | -11.4% | +16.8% | +7.5% |
| 3Y | +191.0% | -22.5% | +213.5% | +171.4% |
| All | +191.0% | -20.2% | +211.2% | +171.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling