-13.2%
OTIS vs DUOL
+3.5%
-16.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.2% | +3.6% | -1.3% |
| 7D | -0.8% | -7.8% | +7.0% | -0.3% |
| 30D | -4.7% | +11.8% | -16.6% | -5.5% |
| 3M | +1.2% | +24.1% | -22.9% | -0.3% |
| 6M | -20.5% | +43.6% | -64.2% | -22.6% |
| YTD | -18.4% | -16.6% | -1.9% | -18.1% |
| 1Y | -18.1% | -46.0% | +28.0% | -15.9% |
| 3Y | -10.6% | -6.5% | -4.1% | -14.6% |
| 5Y | -16.1% | -7.4% | -8.7% | -25.8% |
| All | -13.2% | +3.5% | -16.7% | -23.2% |
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