+0.5%
A vs DUOL
+3.5%
-3.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.2% | +2.6% | -2.3% |
| 7D | -2.1% | -7.8% | +5.7% | -1.4% |
| 30D | +0.6% | +11.8% | -11.2% | -0.4% |
| 3M | +10.9% | +24.1% | -13.2% | +8.6% |
| 6M | +28.2% | +43.6% | -15.5% | +23.6% |
| YTD | +8.6% | -16.6% | +25.2% | +9.3% |
| 1Y | +15.5% | -46.0% | +61.6% | +19.8% |
| 3Y | +31.8% | -6.5% | +38.3% | +24.6% |
| 5Y | -14.9% | -7.4% | -7.5% | -23.9% |
| All | +0.5% | +3.5% | -3.1% | -10.6% |
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 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