+135.3%
PSX vs DUOL
-12.4%
+147.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +0.9% |
| 7D | +1.8% | -11.8% | +13.6% | +2.5% |
| 30D | +21.6% | +1.5% | +20.1% | +21.4% |
| 3M | +46.5% | +18.1% | +28.3% | +44.6% |
| 6M | +62.0% | +38.7% | +23.3% | +58.2% |
| YTD | +106.3% | -20.7% | +127.0% | +108.2% |
| 1Y | +103.0% | -49.1% | +152.1% | +109.5% |
| All | +135.3% | -12.4% | +147.7% | +138.6% |
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