-60.1%
S vs DUOL
+9.2%
-69.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +1.4% |
| 7D | -7.7% | +5.1% | -12.8% | -9.6% |
| 30D | -5.3% | +14.1% | -19.5% | -10.5% |
| 3M | +20.3% | +41.5% | -21.2% | +4.0% |
| 6M | +47.4% | +60.6% | -13.2% | +20.6% |
| YTD | +32.5% | -12.0% | +44.5% | +33.8% |
| 1Y | +9.5% | -43.4% | +52.9% | +26.1% |
| 3Y | +15.5% | +3.7% | +11.8% | -12.1% |
| 5Y | -71.2% | -5.3% | -65.9% | -81.3% |
| All | -60.1% | +9.2% | -69.3% | -74.2% |
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