+367.0%
PSX vs DUOL
-15.6%
+382.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.1% | -1.1% |
| 7D | +1.5% | -8.6% | +10.1% | +2.1% |
| 30D | +15.8% | +7.2% | +8.7% | +15.2% |
| 3M | +43.0% | +19.1% | +24.0% | +40.9% |
| 6M | +61.1% | +52.5% | +8.6% | +55.7% |
| YTD | +104.5% | -17.3% | +121.8% | +105.7% |
| 1Y | +102.5% | -49.2% | +151.8% | +109.6% |
| 3Y | +133.5% | -7.3% | +140.7% | +127.6% |
| 5Y | +367.0% | -16.3% | +383.2% | +328.0% |
| All | +367.0% | -15.6% | +382.5% | +328.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling