+24.0%
TMUS vs DUOL
+11.3%
+12.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.5% |
| 7D | +6.5% | +0.3% | +6.2% | +6.5% |
| 30D | +11.3% | +12.4% | -1.1% | +10.5% |
| 3M | -2.9% | +16.9% | -19.8% | -3.8% |
| 6M | -10.5% | +48.5% | -59.0% | -12.4% |
| YTD | -14.4% | -10.3% | -4.1% | -14.5% |
| 1Y | -17.9% | -15.6% | -2.3% | -17.7% |
| 3Y | +21.9% | -25.6% | +47.4% | +20.1% |
| 5Y | +52.1% | +1.5% | +50.6% | +37.8% |
| All | +24.0% | +11.3% | +12.6% | +12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling