+17.8%
YUM vs DUOL
-9.6%
+27.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -2.1% |
| 7D | -6.1% | -7.0% | +0.9% | -5.9% |
| 30D | -5.8% | +6.7% | -12.5% | -6.0% |
| 3M | -7.6% | +16.0% | -23.6% | -8.1% |
| 6M | -9.1% | +45.4% | -54.6% | -10.3% |
| YTD | -5.5% | -18.1% | +12.6% | -5.0% |
| 1Y | -3.7% | -53.6% | +49.8% | -1.3% |
| 3Y | +17.8% | -11.0% | +28.8% | +16.1% |
| All | +17.8% | -9.6% | +27.4% | +16.1% |
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