+44.2%
ADP vs DUOL
+2.7%
+41.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | +0.4% |
| 7D | -5.7% | -8.6% | +2.9% | -4.9% |
| 30D | -1.4% | +7.2% | -8.6% | -2.1% |
| 3M | +16.6% | +19.1% | -2.5% | +14.3% |
| 6M | +24.9% | +52.5% | -27.6% | +19.7% |
| YTD | +5.6% | -17.3% | +22.9% | +6.0% |
| 1Y | -6.0% | -49.2% | +43.2% | -2.4% |
| 3Y | +14.5% | -7.3% | +21.7% | +11.2% |
| 5Y | +47.9% | -16.3% | +64.2% | +34.0% |
| All | +44.2% | +2.7% | +41.5% | +31.2% |
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