-68.0%
PLUG vs DUOL
-20.2%
-47.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +5.0% | -15.5% | -11.2% |
| 7D | -23.4% | +3.0% | -26.5% | -23.9% |
| 30D | -23.4% | +18.3% | -41.8% | -25.7% |
| 3M | -51.7% | +14.7% | -66.5% | -53.2% |
| 6M | -72.0% | +57.5% | -129.4% | -74.7% |
| YTD | -43.7% | -5.8% | -37.8% | -44.1% |
| 1Y | -55.4% | -11.4% | -44.0% | -55.3% |
| 3Y | -68.0% | -22.5% | -45.5% | -69.4% |
| All | -68.0% | -20.2% | -47.8% | -69.4% |
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