+64.2%
TSLA vs DUOL
+9.2%
+54.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.7% | -3.2% | -5.2% |
| 7D | +1.5% | +5.1% | -3.6% | +0.1% |
| 30D | +10.1% | +14.1% | -4.0% | +5.7% |
| 3M | -15.4% | +41.5% | -56.9% | -24.5% |
| 6M | -12.8% | +60.6% | -73.4% | -25.9% |
| YTD | -21.3% | -12.0% | -9.3% | -21.2% |
| 1Y | +4.6% | -43.4% | +48.0% | +16.0% |
| 3Y | +44.5% | +3.7% | +40.8% | +22.7% |
| 5Y | +44.8% | -5.3% | +50.1% | +5.6% |
| All | +64.2% | +9.2% | +54.9% | +15.8% |
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