-16.3%
SHOP vs DUOL
+1.6%
-17.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.1% |
| 7D | -11.2% | -7.0% | -4.3% | -8.5% |
| 30D | -14.4% | +6.7% | -21.1% | -17.1% |
| 3M | +16.6% | +16.0% | +0.6% | +8.0% |
| 6M | -0.6% | +45.4% | -46.0% | -16.2% |
| YTD | -20.0% | -18.1% | -1.9% | -15.8% |
| 1Y | -11.2% | -53.6% | +42.4% | +13.9% |
| 3Y | +99.5% | -11.0% | +110.5% | +65.4% |
| 5Y | -13.2% | -17.1% | +3.9% | -45.7% |
| All | -16.3% | +1.6% | -17.9% | -50.1% |
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 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