+318.9%
PSX vs DUOL
+1.6%
+317.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | +1.7% | -7.0% | +8.7% | +2.1% |
| 30D | +15.6% | +6.7% | +8.9% | +15.0% |
| 3M | +46.5% | +16.0% | +30.4% | +44.6% |
| 6M | +55.0% | +45.4% | +9.6% | +50.5% |
| YTD | +105.3% | -18.1% | +123.4% | +106.5% |
| 1Y | +101.6% | -53.6% | +155.1% | +109.8% |
| 3Y | +134.1% | -11.0% | +145.1% | +129.3% |
| 5Y | +368.7% | -17.1% | +385.8% | +327.1% |
| All | +318.9% | +1.6% | +317.2% | +284.8% |
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