-10.8%
TTWO vs DUOL
-43.9%
+33.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.6% |
| 7D | -8.8% | +5.1% | -13.9% | -9.5% |
| 30D | -8.6% | +14.1% | -22.8% | -10.8% |
| 3M | -0.9% | +41.5% | -42.4% | -6.5% |
| 6M | -0.5% | +60.6% | -61.1% | -8.0% |
| YTD | -16.1% | -12.0% | -4.2% | -18.7% |
| 1Y | -10.8% | -43.4% | +32.6% | -11.4% |
| All | -10.8% | -43.9% | +33.1% | -11.4% |
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