+269.4%
TEVA vs DUOL
-9.6%
+279.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.1% | +2.1% |
| 7D | +2.0% | -7.0% | +9.0% | +2.4% |
| 30D | +1.0% | +6.7% | -5.8% | +0.5% |
| 3M | +7.3% | +16.0% | -8.7% | +6.2% |
| 6M | +21.7% | +45.4% | -23.7% | +18.7% |
| YTD | +18.8% | -18.1% | +37.0% | +20.0% |
| 1Y | +86.5% | -53.6% | +140.0% | +95.3% |
| 3Y | +269.4% | -11.0% | +280.4% | +290.1% |
| All | +269.4% | -9.6% | +279.0% | +290.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling