-17.4%
TOST vs DUOL
-43.9%
+26.4%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.9% |
| 7D | -3.4% | +5.1% | -8.5% | -5.0% |
| 30D | -2.4% | +14.1% | -16.6% | -6.9% |
| 3M | +34.6% | +41.5% | -6.9% | +19.1% |
| 6M | +15.2% | +60.6% | -45.4% | -1.4% |
| YTD | -4.4% | -12.0% | +7.6% | -8.9% |
| 1Y | -17.4% | -43.4% | +25.9% | -14.0% |
| All | -17.4% | -43.9% | +26.4% | -14.0% |
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 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