+91.1%
MSFT vs DUOL
+16.9%
+74.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.0% | -4.8% | -0.5% |
| 7D | -1.3% | +3.0% | -4.3% | -1.8% |
| 30D | -1.8% | +18.3% | -20.1% | -4.5% |
| 3M | +5.6% | +14.7% | -9.1% | +2.8% |
| 6M | +29.8% | +57.5% | -27.7% | +20.3% |
| YTD | +9.0% | -5.8% | +14.8% | +7.3% |
| 1Y | +4.9% | -11.4% | +16.3% | +4.0% |
| 3Y | +46.2% | -22.5% | +68.7% | +40.9% |
| 5Y | +62.1% | +6.6% | +55.5% | +35.0% |
| All | +91.1% | +16.9% | +74.2% | +59.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling