-82.0%
PYPL vs DUOL
+1.6%
-83.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | -2.3% | -7.0% | +4.7% | -0.7% |
| 30D | -9.0% | +6.7% | -15.8% | -10.7% |
| 3M | +30.6% | +16.0% | +14.6% | +25.0% |
| 6M | +18.6% | +45.4% | -26.8% | +7.3% |
| YTD | -7.2% | -18.1% | +11.0% | -5.2% |
| 1Y | -19.3% | -53.6% | +34.3% | -8.0% |
| 3Y | -12.3% | -11.0% | -1.3% | -22.0% |
| 5Y | -80.9% | -17.1% | -63.8% | -85.7% |
| All | -82.0% | +1.6% | -83.6% | -86.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling