+151.1%
TOST vs DUOL
-20.2%
+171.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.0% | -1.6% | +2.1% |
| 7D | 0.0% | +3.0% | -3.0% | -0.9% |
| 30D | +16.2% | +18.3% | -2.1% | +9.9% |
| 3M | -1.5% | +14.7% | -16.3% | -6.7% |
| 6M | +55.3% | +57.5% | -2.2% | +32.9% |
| YTD | -2.3% | -5.8% | +3.5% | -5.3% |
| 1Y | -5.5% | -11.4% | +5.9% | -7.2% |
| 3Y | +151.1% | -22.5% | +173.6% | +146.8% |
| All | +151.1% | -20.2% | +171.3% | +146.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling