+276.5%
TPR vs DUOL
+16.1%
+260.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.8% | -6.4% | -2.3% |
| 7D | +6.4% | +1.8% | +4.6% | +6.1% |
| 30D | +13.8% | +11.1% | +2.7% | +11.7% |
| 3M | -16.6% | +21.2% | -37.8% | -19.5% |
| 6M | +0.7% | +56.1% | -55.4% | -6.8% |
| YTD | +5.3% | -6.5% | +11.8% | +4.2% |
| 1Y | +32.4% | -15.8% | +48.1% | +32.8% |
| 3Y | +406.4% | -22.4% | +428.8% | +392.7% |
| 5Y | +227.9% | +8.3% | +219.6% | +173.6% |
| All | +276.5% | +16.1% | +260.4% | +216.2% |
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