+50.8%
ALLE vs DUOL
+9.1%
+41.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.8% | +6.6% | +3.1% |
| 7D | -0.6% | +14.0% | -14.7% | -1.8% |
| 30D | +26.6% | +2.9% | +23.7% | +26.0% |
| 3M | +13.2% | +17.8% | -4.7% | +11.2% |
| 6M | +42.9% | +42.8% | 0.0% | +37.8% |
| YTD | +21.0% | -12.1% | +33.1% | +20.9% |
| 1Y | +15.2% | -23.3% | +38.5% | +16.3% |
| 3Y | +95.6% | -24.0% | +119.6% | +90.1% |
| 5Y | +53.4% | +5.1% | +48.3% | +34.1% |
| All | +50.8% | +9.1% | +41.8% | +29.2% |
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