+31.6%
TMUS vs DUOL
+9.2%
+22.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.7% | -0.7% | -3.3% |
| 7D | +0.1% | +5.1% | -5.0% | -0.1% |
| 30D | +5.3% | +14.1% | -8.9% | +4.6% |
| 3M | +3.1% | +41.5% | -38.4% | +1.5% |
| 6M | -16.5% | +60.6% | -77.1% | -18.3% |
| YTD | -9.2% | -12.0% | +2.8% | -8.9% |
| 1Y | -26.5% | -43.4% | +16.9% | -25.0% |
| 3Y | +39.0% | +3.7% | +35.3% | +34.0% |
| 5Y | +40.4% | -5.3% | +45.7% | +27.8% |
| All | +31.6% | +9.2% | +22.3% | +19.6% |
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