+84.0%
PL vs DUOL
+9.2%
+74.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.5% | -0.5% |
| 7D | -9.3% | +5.1% | -14.4% | -10.7% |
| 30D | -18.9% | +14.1% | -33.1% | -22.6% |
| 3M | -58.4% | +41.5% | -99.9% | -63.2% |
| 6M | -30.3% | +60.6% | -90.9% | -41.7% |
| YTD | -8.1% | -12.0% | +3.9% | -8.6% |
| 1Y | +180.5% | -43.4% | +223.9% | +214.3% |
| 3Y | +444.1% | +3.7% | +440.4% | +373.1% |
| 5Y | +83.0% | -5.3% | +88.3% | +31.2% |
| All | +84.0% | +9.2% | +74.7% | +32.4% |
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