-5.4%
REGN vs DUOL
-9.6%
+4.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.5% |
| 7D | -5.6% | -7.0% | +1.4% | -5.5% |
| 30D | -2.0% | +6.7% | -8.7% | -2.0% |
| 3M | +28.0% | +16.0% | +11.9% | +27.9% |
| 6M | +1.2% | +45.4% | -44.3% | +1.1% |
| YTD | +1.6% | -18.1% | +19.8% | +2.2% |
| 1Y | +38.2% | -53.6% | +91.8% | +40.2% |
| 3Y | -5.4% | -11.0% | +5.6% | -4.4% |
| All | -5.4% | -9.6% | +4.3% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling