+516.5%
PL vs DUOL
-20.2%
+536.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.0% | -5.7% | -1.8% |
| 7D | +10.0% | +3.0% | +7.0% | +9.1% |
| 30D | -2.3% | +18.3% | -20.6% | -7.0% |
| 3M | -44.2% | +14.7% | -58.9% | -46.9% |
| 6M | -66.1% | +57.5% | -123.6% | -71.2% |
| YTD | -30.0% | -5.8% | -24.2% | -31.2% |
| 1Y | +21.0% | -11.4% | +32.4% | +21.2% |
| 3Y | +516.5% | -22.5% | +539.0% | +478.9% |
| All | +516.5% | -20.2% | +536.7% | +478.9% |
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