+496.0%
MOD vs DUOL
+13.5%
+482.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.5% | +5.5% |
| 7D | -25.5% | +21.9% | -47.5% | -28.2% |
| 30D | -49.0% | +5.7% | -54.7% | -49.8% |
| 3M | -49.8% | +30.9% | -80.7% | -52.4% |
| 6M | -64.8% | +52.8% | -117.5% | -68.0% |
| YTD | -27.6% | -8.6% | -19.0% | -28.6% |
| 1Y | -35.2% | -17.2% | -18.0% | -35.0% |
| 3Y | +137.1% | +2.0% | +135.2% | +127.3% |
| 5Y | +760.3% | +4.4% | +755.9% | +637.3% |
| All | +496.0% | +13.5% | +482.5% | +416.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling