+33.1%
OMC vs DUOL
+3.5%
+29.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.2% | +3.4% | -1.4% |
| 7D | -5.8% | -7.8% | +2.0% | -5.1% |
| 30D | -4.8% | +11.8% | -16.7% | -5.8% |
| 3M | +9.2% | +24.1% | -14.9% | +7.1% |
| 6M | -2.5% | +43.6% | -46.1% | -5.6% |
| YTD | +2.6% | -16.6% | +19.1% | +2.9% |
| 1Y | +5.9% | -46.0% | +52.0% | +9.0% |
| 3Y | +14.2% | -6.5% | +20.7% | +10.1% |
| 5Y | +33.2% | -7.4% | +40.7% | +21.3% |
| All | +33.1% | +3.5% | +29.6% | +21.0% |
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 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