+114.8%
ALL vs DUOL
-10.4%
+125.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +17.5% |
| 6M | +20.5% | +43.6% | -23.1% | +19.0% |
| YTD | +23.5% | -16.6% | +40.1% | +23.9% |
| 1Y | +29.0% | -46.0% | +75.0% | +30.9% |
| 3Y | +153.7% | -6.5% | +160.2% | +151.0% |
| 5Y | +114.8% | -7.4% | +122.2% | +109.6% |
| All | +114.8% | -10.4% | +125.2% | +109.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling