+68.2%
ACWI vs DUOL
+16.1%
+52.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.8% | -3.6% | +0.7% |
| 7D | -0.7% | +1.8% | -2.4% | -0.8% |
| 30D | -2.0% | +11.1% | -13.1% | -3.2% |
| 3M | -2.2% | +21.2% | -23.3% | -4.4% |
| 6M | +1.9% | +56.1% | -54.2% | -3.4% |
| YTD | +12.0% | -6.5% | +18.5% | +11.1% |
| 1Y | +12.5% | -15.8% | +28.3% | +12.7% |
| 3Y | +75.4% | -22.4% | +97.8% | +70.7% |
| 5Y | +61.5% | +8.3% | +53.2% | +40.1% |
| All | +68.2% | +16.1% | +52.1% | +45.1% |
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 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