+20.0%
PAYX vs DUOL
+2.7%
+17.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | -0.1% |
| 7D | -7.9% | -8.6% | +0.7% | -7.0% |
| 30D | -5.0% | +7.2% | -12.2% | -5.8% |
| 3M | +15.1% | +19.1% | -3.9% | +12.6% |
| 6M | +23.9% | +52.5% | -28.6% | +17.9% |
| YTD | +6.2% | -17.3% | +23.5% | +6.8% |
| 1Y | -9.6% | -49.2% | +39.6% | -5.4% |
| 3Y | +5.8% | -7.3% | +13.1% | +1.9% |
| 5Y | +22.0% | -16.3% | +38.2% | +9.0% |
| All | +20.0% | +2.7% | +17.3% | +7.4% |
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