+99.4%
ORCL vs DUOL
+3.5%
+95.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.2% | +7.6% | +3.1% |
| 7D | +15.0% | -7.8% | +22.8% | +16.3% |
| 30D | +10.5% | +11.8% | -1.3% | +8.4% |
| 3M | -23.0% | +24.1% | -47.1% | -26.1% |
| 6M | +7.0% | +43.6% | -36.6% | +0.2% |
| YTD | -15.8% | -16.6% | +0.8% | -15.3% |
| 1Y | -31.1% | -46.0% | +15.0% | -27.2% |
| 3Y | +33.3% | -6.5% | +39.7% | +31.6% |
| 5Y | +94.3% | -7.4% | +101.7% | +83.6% |
| All | +99.4% | +3.5% | +95.9% | +88.4% |
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 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