-45.7%
TOST vs DUOL
-23.4%
-22.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +1.0% |
| 7D | -3.4% | +5.1% | -8.5% | -5.3% |
| 30D | -2.4% | +14.1% | -16.6% | -7.7% |
| 3M | +34.6% | +41.5% | -6.9% | +16.8% |
| 6M | +15.2% | +60.6% | -45.4% | -4.4% |
| YTD | -4.4% | -12.0% | +7.6% | -3.2% |
| 1Y | -17.4% | -43.4% | +25.9% | -5.0% |
| 3Y | +54.5% | +3.7% | +50.7% | +21.7% |
| All | -45.7% | -23.4% | -22.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling