+51.3%
ALLE vs DUOL
+16.1%
+35.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.8% | -3.9% | +0.5% |
| 7D | -0.8% | +1.8% | -2.6% | -1.0% |
| 30D | +27.4% | +11.1% | +16.3% | +26.0% |
| 3M | +13.8% | +21.2% | -7.3% | +11.6% |
| 6M | +45.5% | +56.1% | -10.6% | +39.3% |
| YTD | +21.4% | -6.5% | +27.9% | +20.7% |
| 1Y | +15.4% | -15.8% | +31.1% | +15.6% |
| 3Y | +91.7% | -22.4% | +114.1% | +86.2% |
| 5Y | +54.5% | +8.3% | +46.2% | +34.4% |
| All | +51.3% | +16.1% | +35.2% | +28.9% |
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