-73.8%
PLUG vs DUOL
+2.2%
-76.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.7% | +5.6% | +3.2% |
| 7D | -0.9% | +5.1% | -6.0% | -1.7% |
| 30D | +3.3% | +14.1% | -10.8% | +1.1% |
| 3M | -39.7% | +41.5% | -81.2% | -43.4% |
| 6M | -12.5% | +60.6% | -73.1% | -20.4% |
| YTD | +10.2% | -12.0% | +22.1% | +10.8% |
| 1Y | +50.7% | -43.4% | +94.1% | +61.5% |
| All | -73.8% | +2.2% | -76.0% | -75.3% |
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 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