-19.4%
PSKY vs DUOL
-8.7%
-10.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.7% | +1.2% |
| 7D | -6.0% | -8.6% | +2.6% | -5.3% |
| 30D | +10.7% | +7.2% | +3.5% | +9.9% |
| 3M | +1.2% | +19.1% | -17.9% | -0.6% |
| 6M | +1.5% | +52.5% | -51.0% | -2.5% |
| YTD | -21.8% | -17.3% | -4.5% | -20.7% |
| 1Y | -30.2% | -49.2% | +19.1% | -25.9% |
| All | -19.4% | -8.7% | -10.8% | -28.4% |
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