-4.4%
SHOP vs DUOL
+16.9%
-21.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.0% | -4.8% | -1.8% |
| 7D | -1.2% | +3.0% | -4.3% | -2.6% |
| 30D | -14.7% | +18.3% | -33.0% | -21.3% |
| 3M | -7.2% | +14.7% | -21.9% | -14.1% |
| 6M | +54.2% | +57.5% | -3.3% | +23.7% |
| YTD | -8.6% | -5.8% | -2.8% | -10.5% |
| 1Y | +0.5% | -11.4% | +11.9% | +0.3% |
| 3Y | +135.9% | -22.5% | +158.5% | +113.1% |
| 5Y | -11.9% | +6.6% | -18.5% | -49.3% |
| All | -4.4% | +16.9% | -21.3% | -46.9% |
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