+58.1%
ORCL vs DUOL
+16.1%
+42.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.8% | +4.1% | +8.2% |
| 7D | +3.8% | +1.8% | +2.0% | +3.5% |
| 30D | -6.6% | +11.1% | -17.6% | -8.4% |
| 3M | -11.4% | +21.2% | -32.6% | -14.7% |
| 6M | -33.3% | +56.1% | -89.4% | -38.5% |
| YTD | -33.3% | -6.5% | -26.8% | -34.4% |
| 1Y | -44.9% | -15.8% | -29.1% | -45.1% |
| 3Y | +17.6% | -22.4% | +40.0% | +16.7% |
| 5Y | +46.1% | +8.3% | +37.7% | +34.5% |
| All | +58.1% | +16.1% | +42.0% | +46.0% |
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