-94.6%
PLUG vs DUOL
+9.1%
-103.7%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.8% | +7.3% | +4.5% |
| 7D | +14.5% | +14.0% | +0.5% | +9.4% |
| 30D | -10.7% | +2.9% | -13.6% | -12.3% |
| 3M | -31.2% | +17.8% | -49.0% | -35.7% |
| 6M | -51.9% | +42.8% | -94.8% | -58.7% |
| YTD | -23.9% | -12.1% | -11.7% | -25.0% |
| 1Y | -43.4% | -23.3% | -20.1% | -41.9% |
| 3Y | -74.7% | -24.0% | -50.7% | -78.0% |
| 5Y | -96.3% | +5.1% | -101.4% | -97.7% |
| All | -94.6% | +9.1% | -103.7% | -96.7% |
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