+24.8%
TMUS vs DUOL
+16.1%
+8.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.8% | -2.9% | +1.6% |
| 7D | +8.2% | +1.8% | +6.4% | +8.1% |
| 30D | +13.4% | +11.1% | +2.3% | +12.6% |
| 3M | -3.0% | +21.2% | -24.2% | -4.1% |
| 6M | -8.8% | +56.1% | -64.9% | -10.9% |
| YTD | -13.8% | -6.5% | -7.4% | -14.1% |
| 1Y | -17.1% | -15.8% | -1.3% | -16.9% |
| 3Y | +22.7% | -22.4% | +45.1% | +20.6% |
| 5Y | +52.8% | +8.3% | +44.5% | +38.3% |
| All | +24.8% | +16.1% | +8.7% | +12.9% |
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