+48.2%
TTWO vs DUOL
-9.6%
+57.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +0.4% | -7.0% | +7.3% | +1.2% |
| 30D | -11.3% | +6.7% | -18.1% | -12.2% |
| 3M | +1.6% | +16.0% | -14.4% | -0.6% |
| 6M | +2.1% | +45.4% | -43.3% | -2.9% |
| YTD | -15.8% | -18.1% | +2.3% | -15.7% |
| 1Y | -12.6% | -53.6% | +41.0% | -8.4% |
| 3Y | +48.2% | -11.0% | +59.2% | +32.6% |
| All | +48.2% | -9.6% | +57.8% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling