+239.1%
TPR vs DUOL
-10.4%
+249.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.2% | +1.5% | -3.0% |
| 7D | -3.4% | -7.8% | +4.4% | -2.3% |
| 30D | -27.3% | +11.8% | -39.1% | -28.6% |
| 3M | -16.2% | +24.1% | -40.3% | -19.4% |
| 6M | -17.9% | +43.6% | -61.5% | -23.3% |
| YTD | -7.1% | -16.6% | +9.5% | -6.2% |
| 1Y | +13.6% | -46.0% | +59.7% | +21.8% |
| 3Y | +293.7% | -6.5% | +300.2% | +270.3% |
| 5Y | +239.1% | -7.4% | +246.5% | +187.6% |
| All | +239.1% | -10.4% | +249.5% | +187.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling