-8.8%
ONDS vs DUOL
-1.5%
-7.2%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.9% | +0.6% | -2.9% |
| 7D | -4.2% | -11.8% | +7.6% | -0.7% |
| 30D | -21.7% | +1.5% | -23.2% | -22.9% |
| 3M | -24.5% | +18.1% | -42.6% | -30.4% |
| 6M | -25.0% | +38.7% | -63.7% | -34.7% |
| YTD | -25.3% | -20.7% | -4.6% | -23.2% |
| 1Y | +33.8% | -49.1% | +82.8% | +58.7% |
| 3Y | +699.3% | -11.0% | +710.4% | +648.1% |
| 5Y | -5.2% | -18.0% | +12.8% | -31.4% |
| All | -8.8% | -1.5% | -7.2% | -35.7% |
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