+153.7%
ALL vs DUOL
-5.7%
+159.4%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.2% | +2.9% | -2.2% |
| 7D | -1.7% | -7.8% | +6.1% | -1.5% |
| 30D | -4.7% | +11.8% | -16.5% | -5.0% |
| 3M | +18.4% | +24.1% | -5.7% | +17.7% |
| 6M | +20.5% | +43.6% | -23.1% | +19.4% |
| YTD | +23.5% | -16.6% | +40.1% | +24.0% |
| 1Y | +29.0% | -46.0% | +75.0% | +30.9% |
| 3Y | +153.7% | -6.5% | +160.2% | +157.6% |
| All | +153.7% | -5.7% | +159.4% | +157.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling