+181.6%
OVV vs DUOL
+9.2%
+172.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -1.4% |
| 7D | +0.3% | +5.1% | -4.8% | -0.4% |
| 30D | +11.7% | +14.1% | -2.4% | +9.6% |
| 3M | +9.8% | +41.5% | -31.7% | +4.3% |
| 6M | +26.6% | +60.6% | -34.1% | +17.7% |
| YTD | +67.0% | -12.0% | +79.0% | +67.3% |
| 1Y | +55.9% | -43.4% | +99.3% | +64.3% |
| 3Y | +45.5% | +3.7% | +41.8% | +36.3% |
| 5Y | +157.3% | -5.3% | +162.6% | +109.6% |
| All | +181.6% | +9.2% | +172.3% | +125.4% |
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 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