+102.5%
PSX vs DUOL
-47.0%
+149.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.1% | -0.9% |
| 7D | +1.5% | -8.6% | +10.1% | +1.5% |
| 30D | +15.8% | +7.2% | +8.7% | +15.8% |
| 3M | +43.0% | +19.1% | +24.0% | +42.9% |
| 6M | +61.1% | +52.5% | +8.6% | +61.3% |
| YTD | +104.5% | -17.3% | +121.8% | +103.6% |
| 1Y | +102.5% | -49.2% | +151.8% | +99.0% |
| All | +102.5% | -47.0% | +149.6% | +99.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling