-28.2%
TGT vs DUOL
-1.5%
-26.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.9% | +1.7% | -2.8% |
| 7D | -3.6% | -11.8% | +8.2% | -2.6% |
| 30D | +4.4% | +1.5% | +2.9% | +4.2% |
| 3M | +25.4% | +18.1% | +7.2% | +23.3% |
| 6M | +33.4% | +38.7% | -5.3% | +29.1% |
| YTD | +65.6% | -20.7% | +86.2% | +67.2% |
| 1Y | +80.3% | -49.1% | +129.4% | +87.8% |
| 3Y | +42.1% | -11.0% | +53.2% | +36.4% |
| 5Y | -25.0% | -18.0% | -7.0% | -32.7% |
| All | -28.2% | -1.5% | -26.7% | -36.0% |
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