+41.8%
TGT vs DUOL
-9.6%
+51.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.1% |
| 7D | -5.2% | -7.0% | +1.7% | -4.8% |
| 30D | +1.2% | +6.7% | -5.5% | +0.7% |
| 3M | +18.4% | +16.0% | +2.4% | +17.1% |
| 6M | +33.4% | +45.4% | -12.0% | +30.1% |
| YTD | +63.8% | -18.1% | +81.9% | +64.6% |
| 1Y | +77.2% | -53.6% | +130.7% | +82.6% |
| 3Y | +41.8% | -11.0% | +52.8% | +44.2% |
| All | +41.8% | -9.6% | +51.4% | +44.2% |
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