+378.5%
APP vs DUOL
+3.5%
+374.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.2% | +2.6% | -0.5% |
| 7D | +0.1% | -7.8% | +7.9% | +3.4% |
| 30D | -10.0% | +11.8% | -21.9% | -14.8% |
| 3M | -44.6% | +24.1% | -68.8% | -50.2% |
| 6M | -37.9% | +43.6% | -81.5% | -47.6% |
| YTD | -53.7% | -16.6% | -37.1% | -51.6% |
| 1Y | -43.0% | -46.0% | +3.1% | -31.6% |
| 3Y | +640.8% | -6.5% | +647.2% | +559.9% |
| 5Y | +358.8% | -7.4% | +366.3% | +232.1% |
| All | +378.5% | +3.5% | +374.9% | +234.7% |
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