-70.8%
PSKY vs DUOL
+3.5%
-74.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.2% | +4.7% | 0.0% |
| 7D | +2.4% | -7.8% | +10.2% | +3.3% |
| 30D | +17.5% | +11.8% | +5.7% | +15.8% |
| 3M | +4.4% | +24.1% | -19.7% | +1.3% |
| 6M | -9.0% | +43.6% | -52.7% | -13.5% |
| YTD | -18.6% | -16.6% | -2.0% | -17.8% |
| 1Y | -27.7% | -46.0% | +18.3% | -23.5% |
| 3Y | -16.9% | -6.5% | -10.4% | -22.8% |
| 5Y | -70.3% | -7.4% | -62.9% | -74.8% |
| All | -70.8% | +3.5% | -74.3% | -75.5% |
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