-46.7%
TOST vs DUOL
-27.4%
-19.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.2% | +3.3% | -0.1% |
| 7D | -0.9% | -7.8% | +6.9% | +1.9% |
| 30D | -3.5% | +11.8% | -15.3% | -7.7% |
| 3M | +38.1% | +24.1% | +14.0% | +25.8% |
| 6M | +9.9% | +43.6% | -33.7% | -5.2% |
| YTD | -6.3% | -16.6% | +10.3% | -3.3% |
| 1Y | -18.3% | -46.0% | +27.7% | -4.5% |
| 3Y | +59.7% | -6.5% | +66.2% | +31.2% |
| All | -46.7% | -27.4% | -19.3% | -64.3% |
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