-0.9%
TSLA vs DUOL
-51.5%
+50.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | +3.2% | -7.0% | +10.2% | +3.5% |
| 30D | +11.6% | +6.7% | +4.9% | +11.2% |
| 3M | -8.4% | +16.0% | -24.5% | -9.3% |
| 6M | -10.4% | +45.4% | -55.8% | -13.7% |
| YTD | -18.7% | -18.1% | -0.6% | -18.6% |
| 1Y | -0.9% | -53.6% | +52.6% | +2.0% |
| All | -0.9% | -51.5% | +50.6% | +2.0% |
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