+21.2%
OUST vs DUOL
-38.2%
+59.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +26.0% | -10.3% | +12.8% |
| 7D | -0.2% | +19.3% | -19.5% | -2.6% |
| 30D | -24.0% | +9.6% | -33.6% | -25.5% |
| 3M | -29.9% | +17.1% | -47.0% | -31.6% |
| 6M | +19.1% | +46.3% | -27.2% | +7.7% |
| YTD | +55.0% | -8.1% | +63.1% | +65.6% |
| 1Y | +21.2% | -38.5% | +59.6% | +48.7% |
| All | +21.2% | -38.2% | +59.4% | +48.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling