+103.2%
TOST vs DUOL
-0.2%
+103.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -1.9% |
| 7D | +9.4% | +21.9% | -12.5% | +3.4% |
| 30D | +13.5% | +5.7% | +7.8% | +11.1% |
| 3M | -0.1% | +30.9% | -31.0% | -8.1% |
| 6M | +22.5% | +52.8% | -30.3% | +7.7% |
| YTD | -2.4% | -8.6% | +6.2% | -4.5% |
| 1Y | -4.7% | -17.2% | +12.5% | -5.1% |
| 3Y | +103.2% | +2.0% | +101.3% | +114.8% |
| All | +103.2% | -0.2% | +103.5% | +114.8% |
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