-21.2%
TMUS vs DUOL
-38.2%
+17.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +26.0% | -22.9% | +2.2% |
| 7D | +7.5% | +19.3% | -11.8% | +6.7% |
| 30D | -3.3% | +9.6% | -13.0% | -3.9% |
| 3M | -9.7% | +17.1% | -26.7% | -10.3% |
| 6M | -17.2% | +46.3% | -63.5% | -17.6% |
| YTD | -20.3% | -8.1% | -12.2% | -18.8% |
| 1Y | -21.2% | -38.5% | +17.2% | -17.2% |
| All | -21.2% | -38.2% | +17.0% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling