-6.4%
SBUX vs DUOL
-15.6%
+9.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -1.3% |
| 7D | -6.2% | -8.6% | +2.4% | -5.2% |
| 30D | -6.4% | +7.2% | -13.6% | -7.5% |
| 3M | +1.0% | +19.1% | -18.0% | -1.8% |
| 6M | -0.4% | +52.5% | -52.9% | -6.8% |
| YTD | +20.0% | -17.3% | +37.3% | +21.1% |
| 1Y | +22.8% | -49.2% | +72.0% | +30.9% |
| 3Y | +12.3% | -7.3% | +19.5% | +5.3% |
| 5Y | -6.4% | -16.3% | +9.9% | -23.4% |
| All | -6.4% | -15.6% | +9.2% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling