+17.4%
ALLE vs DUOL
-6.3%
+23.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.2% |
| 7D | -0.2% | +5.1% | -5.3% | -0.6% |
| 30D | -6.8% | +14.1% | -20.9% | -7.9% |
| 3M | +21.0% | +41.5% | -20.5% | +17.3% |
| 6M | +1.1% | +60.6% | -59.5% | -3.3% |
| YTD | -0.5% | -12.0% | +11.5% | -0.2% |
| 1Y | -7.3% | -43.4% | +36.1% | -4.0% |
| 3Y | +42.3% | +3.7% | +38.5% | +33.9% |
| All | +17.4% | -6.3% | +23.7% | +0.9% |
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 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