+48.3%
ODFL vs DUOL
+3.5%
+44.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.2% | +5.8% | +1.2% |
| 7D | +0.2% | -7.8% | +8.0% | +1.0% |
| 30D | -13.4% | +11.8% | -25.3% | -14.7% |
| 3M | -24.2% | +24.1% | -48.3% | -26.5% |
| 6M | -3.3% | +43.6% | -46.9% | -8.3% |
| YTD | +19.8% | -16.6% | +36.4% | +20.8% |
| 1Y | +24.5% | -46.0% | +70.6% | +31.4% |
| 3Y | -9.6% | -6.5% | -3.2% | -14.3% |
| 5Y | +28.0% | -7.4% | +35.5% | +11.4% |
| All | +48.3% | +3.5% | +44.7% | +27.4% |
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