+192.7%
APA vs DUOL
+11.3%
+181.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.1% | +6.1% | +2.4% |
| 7D | +9.6% | +0.3% | +9.4% | +9.6% |
| 30D | -0.2% | +12.4% | -12.6% | -1.9% |
| 3M | +19.8% | +16.9% | +2.9% | +17.0% |
| 6M | +30.1% | +48.5% | -18.4% | +22.9% |
| YTD | +100.4% | -10.3% | +110.7% | +99.1% |
| 1Y | +105.2% | -15.6% | +120.8% | +105.1% |
| 3Y | +44.6% | -25.6% | +70.2% | +41.9% |
| 5Y | +88.8% | +1.5% | +87.3% | +57.7% |
| All | +192.7% | +11.3% | +181.4% | +141.5% |
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