-2.1%
A vs DUOL
+2.7%
-4.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.4% | -1.5% |
| 7D | -4.6% | -8.6% | +4.0% | -3.9% |
| 30D | -4.3% | +7.2% | -11.4% | -4.9% |
| 3M | +8.9% | +19.1% | -10.1% | +7.0% |
| 6M | +24.5% | +52.5% | -28.0% | +19.5% |
| YTD | +5.8% | -17.3% | +23.1% | +6.6% |
| 1Y | +16.2% | -49.2% | +65.5% | +21.2% |
| 3Y | +28.5% | -7.3% | +35.7% | +21.5% |
| 5Y | -16.3% | -16.3% | -0.1% | -25.3% |
| All | -2.1% | +2.7% | -4.8% | -12.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling