-51.6%
PODD vs DUOL
+1.6%
-53.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.8% |
| 7D | -10.5% | -7.0% | -3.5% | -9.4% |
| 30D | -9.0% | +6.7% | -15.8% | -10.2% |
| 3M | -11.5% | +16.0% | -27.6% | -14.3% |
| 6M | -44.7% | +45.4% | -90.2% | -48.8% |
| YTD | -53.6% | -18.1% | -35.4% | -52.8% |
| 1Y | -61.0% | -53.6% | -7.4% | -56.7% |
| 3Y | -24.7% | -11.0% | -13.7% | -31.1% |
| 5Y | -55.5% | -17.1% | -38.4% | -64.7% |
| All | -51.6% | +1.6% | -53.2% | -63.0% |
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 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