-95.5%
PLUG vs DUOL
+11.3%
-106.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -4.1% | -4.7% | -7.7% |
| 7D | -8.1% | +0.3% | -8.4% | -8.2% |
| 30D | -20.5% | +12.4% | -32.9% | -23.8% |
| 3M | -45.9% | +16.9% | -62.8% | -49.3% |
| 6M | -65.2% | +48.5% | -113.7% | -70.4% |
| YTD | -37.1% | -10.3% | -26.8% | -38.3% |
| 1Y | -54.6% | -15.6% | -39.0% | -54.7% |
| 3Y | -64.9% | -25.6% | -39.3% | -68.8% |
| 5Y | -97.1% | +1.5% | -98.7% | -98.2% |
| All | -95.5% | +11.3% | -106.9% | -97.3% |
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 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