+0.2%
SHOP vs DUOL
-5.7%
+5.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.8% | -2.9% | -0.2% |
| 7D | -2.5% | +1.8% | -4.2% | -3.3% |
| 30D | -16.7% | +11.1% | -27.8% | -21.4% |
| 3M | -2.2% | +21.2% | -23.4% | -12.0% |
| 6M | +45.6% | +56.1% | -10.5% | +15.5% |
| YTD | -7.3% | -6.5% | -0.8% | -9.0% |
| 1Y | -6.1% | -15.8% | +9.7% | -4.2% |
| 3Y | +143.3% | -22.4% | +165.7% | +114.3% |
| 5Y | +0.2% | +8.3% | -8.2% | -46.7% |
| All | +0.2% | -5.7% | +5.9% | -46.7% |
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