+0.5%
OWL vs DUOL
-8.7%
+9.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.3% | -8.2% | -4.9% |
| 7D | -11.9% | -8.6% | -3.3% | -10.2% |
| 30D | -13.7% | +7.2% | -20.9% | -15.3% |
| 3M | +12.3% | +19.1% | -6.8% | +6.7% |
| 6M | +15.0% | +52.5% | -37.5% | +2.1% |
| YTD | -25.7% | -17.3% | -8.4% | -24.4% |
| 1Y | -39.5% | -49.2% | +9.7% | -32.2% |
| All | +0.5% | -8.7% | +9.2% | -3.6% |
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