+528.7%
APP vs DUOL
+9.1%
+519.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -3.8% | +8.6% | +6.4% |
| 7D | +79.2% | +14.0% | +65.1% | +67.7% |
| 30D | +48.0% | +2.9% | +45.1% | +44.5% |
| 3M | +18.2% | +17.8% | +0.4% | +7.9% |
| 6M | -12.5% | +42.8% | -55.3% | -27.1% |
| YTD | -39.2% | -12.1% | -27.0% | -38.7% |
| 1Y | -33.9% | -23.3% | -10.5% | -29.9% |
| 3Y | +933.3% | -24.0% | +957.3% | +909.7% |
| 5Y | +295.9% | +5.1% | +290.7% | +175.2% |
| All | +528.7% | +9.1% | +519.7% | +324.1% |
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