+179.2%
TECK vs DUOL
-15.6%
+194.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.3% | -10.6% | -6.8% |
| 7D | -4.2% | -8.6% | +4.4% | -3.4% |
| 30D | -0.4% | +7.2% | -7.5% | -1.4% |
| 3M | +10.1% | +19.1% | -8.9% | +7.1% |
| 6M | +26.0% | +52.5% | -26.5% | +18.0% |
| YTD | +38.0% | -17.3% | +55.3% | +39.2% |
| 1Y | +63.8% | -49.2% | +113.0% | +74.9% |
| 3Y | +68.5% | -7.3% | +75.8% | +61.2% |
| 5Y | +179.2% | -16.3% | +195.5% | +150.8% |
| All | +179.2% | -15.6% | +194.8% | +150.8% |
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