+324.4%
PSX vs DUOL
+11.3%
+313.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.1% | +5.7% | +1.8% |
| 7D | +6.4% | +0.3% | +6.2% | +6.4% |
| 30D | -10.2% | +12.4% | -22.5% | -10.9% |
| 3M | +17.2% | +16.9% | +0.2% | +15.7% |
| 6M | +51.8% | +48.5% | +3.3% | +47.1% |
| YTD | +108.0% | -10.3% | +118.3% | +107.6% |
| 1Y | +96.1% | -15.6% | +111.8% | +96.4% |
| 3Y | +155.9% | -25.6% | +181.4% | +154.0% |
| 5Y | +306.9% | +1.5% | +305.4% | +267.7% |
| All | +324.4% | +11.3% | +313.1% | +286.8% |
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 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