-80.2%
PYPL vs DUOL
+16.9%
-97.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.0% | -3.3% | +0.6% |
| 7D | +0.1% | +3.0% | -3.0% | -0.6% |
| 30D | +5.7% | +18.3% | -12.6% | +1.2% |
| 3M | -1.9% | +14.7% | -16.6% | -6.1% |
| 6M | +31.8% | +57.5% | -25.6% | +16.4% |
| YTD | +2.4% | -5.8% | +8.2% | +0.5% |
| 1Y | -8.2% | -11.4% | +3.1% | -9.0% |
| 3Y | +10.2% | -22.5% | +32.7% | +2.6% |
| 5Y | -71.2% | +6.6% | -77.9% | -79.6% |
| All | -80.2% | +16.9% | -97.1% | -86.1% |
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