+94.8%
ORCL vs DUOL
+9.2%
+85.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.7% | +5.8% | +3.5% |
| 7D | +5.3% | +5.1% | +0.2% | +4.4% |
| 30D | +10.0% | +14.1% | -4.2% | +7.5% |
| 3M | -32.6% | +41.5% | -74.1% | -36.5% |
| 6M | +4.9% | +60.6% | -55.7% | -3.2% |
| YTD | -17.8% | -12.0% | -5.8% | -17.9% |
| 1Y | -28.0% | -43.4% | +15.4% | -24.4% |
| 3Y | +36.0% | +3.7% | +32.3% | +32.8% |
| 5Y | +88.7% | -5.3% | +94.0% | +77.0% |
| All | +94.8% | +9.2% | +85.6% | +82.8% |
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