+601.9%
PWR vs DUOL
+9.2%
+592.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +1.0% |
| 7D | +3.6% | +5.1% | -1.5% | +3.0% |
| 30D | -8.6% | +14.1% | -22.7% | -10.3% |
| 3M | -13.2% | +41.5% | -54.7% | -17.9% |
| 6M | +9.9% | +60.6% | -50.7% | +1.2% |
| YTD | +48.0% | -12.0% | +60.0% | +48.3% |
| 1Y | +66.2% | -43.4% | +109.5% | +76.4% |
| 3Y | +195.1% | +3.7% | +191.4% | +177.2% |
| 5Y | +442.6% | -5.3% | +447.8% | +378.0% |
| All | +601.9% | +9.2% | +592.7% | +492.3% |
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