-60.9%
MRNA vs DUOL
+2.7%
-63.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.5% | -0.2% |
| 7D | -8.2% | -8.6% | +0.4% | -6.3% |
| 30D | +125.6% | +7.2% | +118.4% | +123.2% |
| 3M | +197.1% | +19.1% | +178.0% | +187.1% |
| 6M | +148.5% | +52.5% | +96.0% | +126.9% |
| YTD | +363.3% | -17.3% | +380.6% | +374.2% |
| 1Y | +462.0% | -49.2% | +511.2% | +525.6% |
| 3Y | +26.9% | -7.3% | +34.2% | +9.0% |
| 5Y | -69.6% | -16.3% | -53.3% | -74.8% |
| All | -60.9% | +2.7% | -63.5% | -69.0% |
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