-16.5%
OWL vs DUOL
-15.6%
-0.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.2% |
| 3M | +12.3% | +19.1% | -6.8% | +6.9% |
| 6M | +15.0% | +52.5% | -37.5% | +2.8% |
| YTD | -25.7% | -17.3% | -8.4% | -24.5% |
| 1Y | -39.5% | -49.2% | +9.7% | -32.5% |
| 3Y | +0.9% | -7.3% | +8.2% | -5.8% |
| 5Y | -16.5% | -16.3% | -0.3% | -32.0% |
| All | -16.5% | -15.6% | -0.9% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling