+29.6%
OMC vs DUOL
+1.6%
+28.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.5% |
| 7D | -4.4% | -7.0% | +2.6% | -3.8% |
| 30D | -7.6% | +6.7% | -14.3% | -8.2% |
| 3M | +4.5% | +16.0% | -11.5% | +3.1% |
| 6M | -0.3% | +45.4% | -45.7% | -3.5% |
| YTD | -0.1% | -18.1% | +18.0% | +0.4% |
| 1Y | +4.6% | -53.6% | +58.2% | +8.8% |
| 3Y | +10.5% | -11.0% | +21.4% | +6.9% |
| 5Y | +31.7% | -17.1% | +48.8% | +20.3% |
| All | +29.6% | +1.6% | +28.0% | +18.0% |
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 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