-63.1%
OUST vs DUOL
+13.5%
-76.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +2.2% | +11.8% | +13.4% |
| 7D | +17.0% | +21.9% | -4.9% | +10.4% |
| 30D | -16.5% | +5.7% | -22.2% | -18.0% |
| 3M | -23.7% | +30.9% | -54.5% | -31.0% |
| 6M | +18.4% | +52.8% | -34.4% | -2.0% |
| YTD | +60.8% | -8.6% | +69.4% | +56.3% |
| 1Y | +44.2% | -17.2% | +61.4% | +44.8% |
| 3Y | +668.1% | +2.0% | +666.1% | +532.7% |
| 5Y | -48.8% | +4.4% | -53.2% | -67.9% |
| All | -63.1% | +13.5% | -76.5% | -75.8% |
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