+0.5%
TSCO vs DUOL
+2.7%
-2.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.3% | -5.7% | -1.8% |
| 7D | -3.1% | -8.6% | +5.5% | -2.4% |
| 30D | -4.4% | +7.2% | -11.5% | -5.1% |
| 3M | +9.7% | +19.1% | -9.4% | +7.5% |
| 6M | -32.4% | +52.5% | -84.9% | -35.3% |
| YTD | -31.7% | -17.3% | -14.4% | -31.2% |
| 1Y | -41.3% | -49.2% | +8.0% | -38.6% |
| 3Y | -18.3% | -7.3% | -11.1% | -22.3% |
| 5Y | -10.3% | -16.3% | +6.0% | -19.4% |
| All | +0.5% | +2.7% | -2.2% | -11.2% |
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