+119.2%
ORLY vs DUOL
-17.6%
+136.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | -2.4% | -7.0% | +4.6% | -2.1% |
| 30D | -6.8% | +6.7% | -13.5% | -7.0% |
| 3M | -4.8% | +16.0% | -20.8% | -5.4% |
| 6M | -9.1% | +45.4% | -54.5% | -10.6% |
| YTD | -5.9% | -18.1% | +12.2% | -5.5% |
| 1Y | -20.4% | -53.6% | +33.1% | -18.4% |
| 3Y | +36.6% | -11.0% | +47.6% | +33.1% |
| All | +119.2% | -17.6% | +136.8% | +106.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling