+32.5%
OMC vs DUOL
-15.6%
+48.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.3% | -2.8% | +1.1% |
| 7D | -6.2% | -8.6% | +2.4% | -5.5% |
| 30D | -7.6% | +7.2% | -14.7% | -8.2% |
| 3M | +7.4% | +19.1% | -11.7% | +5.6% |
| 6M | +0.1% | +52.5% | -52.4% | -3.6% |
| YTD | +0.4% | -17.3% | +17.7% | +0.8% |
| 1Y | +7.8% | -49.2% | +57.0% | +11.5% |
| 3Y | +11.8% | -7.3% | +19.1% | +7.7% |
| 5Y | +32.5% | -16.3% | +48.7% | +19.6% |
| All | +32.5% | -15.6% | +48.0% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling