+255.1%
TPR vs DUOL
+4.2%
+250.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.3% |
| 7D | +14.2% | +21.9% | -7.7% | +10.8% |
| 30D | +17.1% | +5.7% | +11.4% | +15.7% |
| 3M | -17.7% | +30.9% | -48.6% | -21.5% |
| 6M | -10.2% | +52.8% | -62.9% | -17.1% |
| YTD | +4.9% | -8.6% | +13.5% | +4.1% |
| 1Y | +36.1% | -17.2% | +53.3% | +37.0% |
| 3Y | +416.5% | +2.0% | +414.5% | +376.8% |
| All | +255.1% | +4.2% | +250.9% | +209.7% |
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 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