+84.4%
PL vs DUOL
-44.9%
+129.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.2% | +3.5% | -1.4% |
| 7D | -7.5% | -7.8% | +0.3% | -7.1% |
| 30D | -25.6% | +11.8% | -37.4% | -26.3% |
| 3M | -45.6% | +24.1% | -69.7% | -47.1% |
| 6M | -29.5% | +43.6% | -73.2% | -33.8% |
| YTD | -9.7% | -16.6% | +6.9% | -5.6% |
| 1Y | +84.4% | -46.0% | +130.4% | +125.3% |
| All | +84.4% | -44.9% | +129.3% | +125.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling