-46.4%
TOST vs DUOL
-21.9%
-24.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -0.3% |
| 7D | -4.7% | +0.3% | -4.9% | -4.9% |
| 30D | +8.5% | +12.4% | -3.8% | +3.0% |
| 3M | -1.6% | +16.9% | -18.5% | -8.9% |
| 6M | +44.1% | +48.5% | -4.4% | +21.0% |
| YTD | -5.6% | -10.3% | +4.7% | -6.6% |
| 1Y | -12.6% | -15.6% | +3.1% | -12.0% |
| 3Y | +137.6% | -25.6% | +163.1% | +118.7% |
| 5Y | -30.4% | +1.5% | -31.9% | -57.1% |
| All | -46.4% | -21.9% | -24.4% | -65.5% |
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