+400.0%
PR vs DUOL
+9.2%
+390.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -1.3% |
| 7D | +2.9% | +5.1% | -2.2% | +2.3% |
| 30D | +18.0% | +14.1% | +3.9% | +16.0% |
| 3M | +16.9% | +41.5% | -24.6% | +11.5% |
| 6M | +28.2% | +60.6% | -32.4% | +19.9% |
| YTD | +69.3% | -12.0% | +81.3% | +69.6% |
| 1Y | +69.5% | -43.4% | +112.9% | +77.7% |
| 3Y | +81.7% | +3.7% | +78.0% | +70.3% |
| 5Y | +422.2% | -5.3% | +427.5% | +329.3% |
| All | +400.0% | +9.2% | +390.7% | +317.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling