-29.4%
TSCO vs DUOL
-38.2%
+8.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +26.0% | -21.8% | +2.2% |
| 7D | +15.7% | +19.3% | -3.6% | +13.8% |
| 30D | +16.4% | +9.6% | +6.8% | +15.0% |
| 3M | +11.2% | +17.1% | -5.9% | +9.3% |
| 6M | +14.9% | +46.3% | -31.4% | +11.6% |
| YTD | -25.4% | -8.1% | -17.3% | -26.1% |
| 1Y | -29.4% | -38.5% | +9.1% | -28.1% |
| All | -29.4% | -38.2% | +8.8% | -28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling