+64.1%
T vs DUOL
+9.2%
+54.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.9% |
| 7D | -1.3% | +5.1% | -6.4% | -1.3% |
| 30D | +11.4% | +14.1% | -2.8% | +11.1% |
| 3M | +14.3% | +41.5% | -27.2% | +13.7% |
| 6M | -9.3% | +60.6% | -69.9% | -9.9% |
| YTD | +7.1% | -12.0% | +19.1% | +7.3% |
| 1Y | -9.1% | -43.4% | +34.3% | -8.2% |
| 3Y | +105.3% | +3.7% | +101.6% | +101.2% |
| 5Y | +66.8% | -5.3% | +72.1% | +58.8% |
| All | +64.1% | +9.2% | +54.9% | +54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling