-91.9%
PLUG vs DUOL
+3.5%
-95.4%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -5.2% | +9.4% | +5.6% |
| 7D | +8.1% | -7.8% | +15.9% | +10.5% |
| 30D | +3.7% | +11.8% | -8.2% | -0.5% |
| 3M | -29.2% | +24.1% | -53.3% | -35.2% |
| 6M | +6.1% | +43.6% | -37.5% | -8.7% |
| YTD | +14.7% | -16.6% | +31.3% | +16.2% |
| 1Y | +56.9% | -46.0% | +103.0% | +78.8% |
| 3Y | -71.6% | -6.5% | -65.1% | -77.8% |
| 5Y | -91.0% | -7.4% | -83.6% | -94.2% |
| All | -91.9% | +3.5% | -95.4% | -94.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling