+673.8%
OUST vs DUOL
-24.0%
+697.8%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.1% | -0.2% | -3.4% |
| 7D | +19.9% | +0.3% | +19.7% | +19.8% |
| 30D | +3.6% | +12.4% | -8.8% | +0.7% |
| 3M | -20.6% | +16.9% | -37.6% | -24.4% |
| 6M | +35.1% | +48.5% | -13.4% | +17.7% |
| YTD | +69.1% | -10.3% | +79.4% | +68.5% |
| 1Y | +49.9% | -15.6% | +65.6% | +52.2% |
| All | +673.8% | -24.0% | +697.8% | +674.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling