+19.3%
ALLE vs DUOL
+2.7%
+16.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -0.6% |
| 7D | -2.8% | -8.6% | +5.8% | -2.1% |
| 30D | -10.2% | +7.2% | -17.4% | -10.8% |
| 3M | +17.4% | +19.1% | -1.6% | +15.4% |
| 6M | +3.3% | +52.5% | -49.2% | -0.8% |
| YTD | -4.2% | -17.3% | +13.0% | -3.5% |
| 1Y | -10.5% | -49.2% | +38.7% | -6.6% |
| 3Y | +45.4% | -7.3% | +52.6% | +38.3% |
| 5Y | +11.9% | -16.3% | +28.2% | -1.4% |
| All | +19.3% | +2.7% | +16.7% | +3.0% |
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