-37.8%
TECH vs DUOL
+9.2%
-47.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.3% |
| 7D | +0.1% | +5.1% | -5.0% | -0.5% |
| 30D | +0.7% | +14.1% | -13.4% | -1.1% |
| 3M | +36.3% | +41.5% | -5.2% | +29.5% |
| 6M | +25.6% | +60.6% | -35.0% | +16.9% |
| YTD | +23.7% | -12.0% | +35.7% | +23.8% |
| 1Y | +37.6% | -43.4% | +81.0% | +44.6% |
| 3Y | -6.6% | +3.7% | -10.3% | -15.7% |
| 5Y | -42.2% | -5.3% | -37.0% | -52.7% |
| All | -37.8% | +9.2% | -47.0% | -50.8% |
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 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