+169.1%
OVV vs DUOL
+10.8%
+158.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.6% |
| 7D | -7.3% | +22.4% | -29.7% | -9.8% |
| 30D | -3.6% | +4.5% | -8.1% | -4.6% |
| 3M | -2.6% | +14.2% | -16.8% | -5.0% |
| 6M | +7.6% | +45.1% | -37.5% | +1.1% |
| YTD | +59.6% | -10.7% | +70.3% | +58.6% |
| 1Y | +62.2% | -18.7% | +81.0% | +63.0% |
| 3Y | +49.6% | -25.9% | +75.5% | +46.9% |
| 5Y | +98.9% | +5.8% | +93.1% | +62.3% |
| All | +169.1% | +10.8% | +158.3% | +113.7% |
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 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