-22.3%
MOH vs DUOL
-17.6%
-4.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.0% |
| 7D | +1.7% | -7.0% | +8.7% | +2.0% |
| 30D | -0.9% | +6.7% | -7.6% | -1.2% |
| 3M | +5.7% | +16.0% | -10.3% | +4.8% |
| 6M | +39.1% | +45.4% | -6.3% | +36.5% |
| YTD | +17.7% | -18.1% | +35.8% | +18.6% |
| 1Y | +8.4% | -53.6% | +61.9% | +12.0% |
| 3Y | -36.6% | -11.0% | -25.6% | -38.2% |
| All | -22.3% | -17.6% | -4.7% | -26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling