-10.5%
TMUS vs DUOL
+50.2%
-60.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.3% |
| 7D | +6.5% | +0.3% | +6.2% | +6.4% |
| 30D | +11.3% | +12.4% | -1.1% | +9.5% |
| 3M | -2.9% | +16.9% | -19.8% | -5.1% |
| 6M | -10.5% | +48.5% | -59.0% | -15.0% |
| All | -10.5% | +50.2% | -60.8% | -15.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling