-18.3%
TOST vs DUOL
-44.9%
+26.6%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.2% | +3.3% | -0.4% |
| 7D | -0.9% | -7.8% | +6.9% | +1.5% |
| 30D | -3.5% | +11.8% | -15.3% | -7.1% |
| 3M | +38.1% | +24.1% | +14.0% | +27.4% |
| 6M | +9.9% | +43.6% | -33.7% | -3.2% |
| YTD | -6.3% | -16.6% | +10.3% | -9.2% |
| 1Y | -18.3% | -46.0% | +27.7% | -13.7% |
| All | -18.3% | -44.9% | +26.6% | -13.7% |
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