+72.9%
ACWI vs DUOL
+9.2%
+63.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.2% |
| 7D | +0.5% | +5.1% | -4.6% | 0.0% |
| 30D | +0.9% | +14.1% | -13.3% | -0.6% |
| 3M | +2.4% | +41.5% | -39.1% | -1.5% |
| 6M | +12.4% | +60.6% | -48.2% | +6.4% |
| YTD | +15.2% | -12.0% | +27.1% | +15.4% |
| 1Y | +22.7% | -43.4% | +66.1% | +27.6% |
| 3Y | +75.8% | +3.7% | +72.1% | +65.7% |
| 5Y | +67.7% | -5.3% | +73.0% | +47.3% |
| All | +72.9% | +9.2% | +63.7% | +50.8% |
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 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