+321.2%
MOD vs DUOL
+3.9%
+317.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.7% | +7.0% | +4.8% |
| 7D | +9.6% | +5.1% | +4.5% | +8.5% |
| 30D | 0.0% | +14.1% | -14.1% | -3.2% |
| 3M | -35.4% | +41.5% | -76.9% | -41.5% |
| 6M | -7.3% | +60.6% | -67.9% | -20.2% |
| YTD | +45.8% | -12.0% | +57.8% | +47.8% |
| 1Y | +43.1% | -43.4% | +86.5% | +62.1% |
| All | +321.2% | +3.9% | +317.3% | +265.6% |
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