-16.5%
OTIS vs DUOL
-17.6%
+1.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.1% |
| 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% | -18.0% |
| 3Y | -12.1% | -11.0% | -1.1% | -16.0% |
| All | -16.5% | -17.6% | +1.1% | -27.4% |
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 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