+82.3%
MSFT vs DUOL
+9.2%
+73.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.7% |
| 7D | -2.7% | +5.1% | -7.8% | -3.4% |
| 30D | +2.7% | +14.1% | -11.4% | +0.6% |
| 3M | +17.0% | +41.5% | -24.6% | +10.8% |
| 6M | +23.8% | +60.6% | -36.8% | +15.0% |
| YTD | +4.0% | -12.0% | +16.0% | +4.0% |
| 1Y | -0.8% | -43.4% | +42.5% | +3.8% |
| 3Y | +55.6% | +3.7% | +51.9% | +44.5% |
| 5Y | +72.9% | -5.3% | +78.2% | +47.0% |
| All | +82.3% | +9.2% | +73.0% | +54.4% |
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 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