+66.7%
ACWI vs DUOL
+16.9%
+49.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.0% | -5.3% | -0.7% |
| 7D | +2.4% | +3.0% | -0.6% | +2.1% |
| 30D | -1.7% | +18.3% | -20.0% | -3.5% |
| 3M | -3.9% | +14.7% | -18.6% | -5.7% |
| 6M | +0.8% | +57.5% | -56.7% | -4.5% |
| YTD | +11.0% | -5.8% | +16.8% | +10.1% |
| 1Y | +13.1% | -11.4% | +24.5% | +12.7% |
| 3Y | +73.9% | -22.5% | +96.4% | +69.3% |
| 5Y | +59.0% | +6.6% | +52.4% | +37.9% |
| All | +66.7% | +16.9% | +49.8% | +43.8% |
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