+69.5%
TSLA vs DUOL
+1.6%
+67.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | +3.2% | -7.0% | +10.2% | +5.0% |
| 30D | +11.6% | +6.7% | +4.9% | +9.0% |
| 3M | -8.4% | +16.0% | -24.5% | -13.8% |
| 6M | -10.4% | +45.4% | -55.8% | -21.9% |
| YTD | -18.7% | -18.1% | -0.6% | -17.2% |
| 1Y | -0.9% | -53.6% | +52.6% | +16.4% |
| 3Y | +33.6% | -11.0% | +44.5% | +18.3% |
| 5Y | +48.9% | -17.1% | +66.0% | +11.2% |
| All | +69.5% | +1.6% | +67.8% | +21.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling