-10.4%
TSCO vs DUOL
-17.6%
+7.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | -5.7% | -7.0% | +1.3% | -5.1% |
| 30D | -8.8% | +6.7% | -15.5% | -9.4% |
| 3M | +6.3% | +16.0% | -9.7% | +4.4% |
| 6M | -32.3% | +45.4% | -77.7% | -34.9% |
| YTD | -32.7% | -18.1% | -14.6% | -32.2% |
| 1Y | -43.7% | -53.6% | +9.9% | -40.6% |
| 3Y | -19.7% | -11.0% | -8.7% | -23.4% |
| All | -10.4% | -17.6% | +7.2% | -20.6% |
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