-14.4%
OTIS vs DUOL
+1.6%
-16.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.8% |
| 7D | -3.0% | -7.0% | +4.0% | -2.6% |
| 30D | -6.0% | +6.7% | -12.7% | -6.5% |
| 3M | -0.9% | +16.0% | -16.9% | -2.0% |
| 6M | -17.3% | +45.4% | -62.7% | -19.6% |
| YTD | -19.6% | -18.1% | -1.4% | -19.1% |
| 1Y | -21.0% | -53.6% | +32.5% | -18.1% |
| 3Y | -12.1% | -11.0% | -1.1% | -15.8% |
| 5Y | -17.1% | -17.1% | 0.0% | -26.7% |
| All | -14.4% | +1.6% | -16.0% | -24.1% |
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