+49.6%
VMC vs DUOL
+9.2%
+40.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.7% | +1.2% |
| 7D | -4.3% | +5.1% | -9.4% | -4.8% |
| 30D | -8.2% | +14.1% | -22.4% | -9.5% |
| 3M | -7.0% | +41.5% | -48.6% | -10.3% |
| 6M | -10.8% | +60.6% | -71.4% | -15.3% |
| YTD | -7.4% | -12.0% | +4.6% | -7.1% |
| 1Y | -9.5% | -43.4% | +33.9% | -5.9% |
| 3Y | +20.5% | +3.7% | +16.7% | +15.0% |
| 5Y | +51.6% | -5.3% | +56.8% | +33.5% |
| All | +49.6% | +9.2% | +40.4% | +35.0% |
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 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