+131.5%
ALL vs DUOL
+11.3%
+120.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.1% | +5.8% | +1.8% |
| 7D | 0.0% | +0.3% | -0.3% | 0.0% |
| 30D | +12.8% | +12.4% | +0.5% | +12.3% |
| 3M | +4.7% | +16.9% | -12.3% | +4.0% |
| 6M | +24.9% | +48.5% | -23.6% | +23.2% |
| YTD | +30.0% | -10.3% | +40.3% | +29.8% |
| 1Y | +29.9% | -15.6% | +45.6% | +29.9% |
| 3Y | +117.5% | -25.6% | +143.1% | +117.3% |
| 5Y | +161.7% | +1.5% | +160.1% | +152.8% |
| All | +131.5% | +11.3% | +120.2% | +131.7% |
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