-76.8%
PLUG vs DUOL
-0.2%
-76.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.2% | +5.2% | +7.1% |
| 7D | +5.8% | +21.9% | -16.1% | +2.9% |
| 30D | -18.5% | +5.7% | -24.3% | -19.4% |
| 3M | -30.0% | +30.9% | -60.8% | -32.9% |
| 6M | -56.2% | +52.8% | -108.9% | -59.6% |
| YTD | -26.4% | -8.6% | -17.8% | -26.6% |
| 1Y | -42.2% | -17.2% | -25.0% | -41.6% |
| 3Y | -76.8% | +2.0% | -78.8% | -75.0% |
| All | -76.8% | -0.2% | -76.6% | -75.0% |
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