-15.7%
SHOP vs DUOL
-11.2%
-4.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.9% | -0.6% | -3.4% |
| 7D | -10.6% | -11.8% | +1.2% | -5.7% |
| 30D | -18.3% | +1.5% | -19.8% | -19.2% |
| 3M | +14.8% | +18.1% | -3.3% | +5.4% |
| 6M | -5.0% | +38.7% | -43.7% | -18.6% |
| YTD | -21.2% | -20.7% | -0.6% | -15.9% |
| 1Y | -11.6% | -49.1% | +37.5% | +9.1% |
| 3Y | +101.2% | -11.0% | +112.3% | +65.1% |
| 5Y | -15.7% | -18.0% | +2.3% | -48.8% |
| All | -15.7% | -11.2% | -4.5% | -48.8% |
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