+46.8%
ALLE vs DUOL
+13.5%
+33.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.1% |
| 7D | -0.6% | +21.9% | -22.5% | -2.2% |
| 30D | +25.3% | +5.7% | +19.6% | +24.5% |
| 3M | +10.3% | +30.9% | -20.6% | +7.5% |
| 6M | +38.0% | +52.8% | -14.7% | +32.4% |
| YTD | +17.8% | -8.6% | +26.4% | +17.4% |
| 1Y | +13.6% | -17.2% | +30.8% | +14.0% |
| 3Y | +89.2% | +2.0% | +87.2% | +78.4% |
| 5Y | +51.1% | +4.4% | +46.7% | +31.6% |
| All | +46.8% | +13.5% | +33.3% | +25.3% |
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