+120.2%
ALL vs DUOL
-1.5%
+121.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +0.2% |
| 7D | -2.2% | -11.8% | +9.6% | -1.9% |
| 30D | -5.6% | +1.5% | -7.1% | -5.6% |
| 3M | +17.2% | +18.1% | -0.9% | +16.6% |
| 6M | +23.2% | +38.7% | -15.4% | +21.9% |
| YTD | +23.6% | -20.7% | +44.3% | +24.1% |
| 1Y | +29.2% | -49.1% | +78.3% | +31.2% |
| 3Y | +153.8% | -11.0% | +164.9% | +152.2% |
| 5Y | +116.1% | -18.0% | +134.1% | +111.1% |
| All | +120.2% | -1.5% | +121.7% | +121.5% |
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