+503.7%
APP vs DUOL
+11.3%
+492.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.3% | -1.1% |
| 7D | +10.6% | +0.3% | +10.3% | +10.3% |
| 30D | +44.6% | +12.4% | +32.2% | +36.2% |
| 3M | +29.6% | +16.9% | +12.7% | +18.7% |
| 6M | -19.8% | +48.5% | -68.3% | -34.2% |
| YTD | -41.6% | -10.3% | -31.3% | -41.7% |
| 1Y | -32.7% | -15.6% | -17.1% | -31.3% |
| 3Y | +799.0% | -25.6% | +824.6% | +784.8% |
| 5Y | +250.4% | +1.5% | +248.8% | +144.5% |
| All | +503.7% | +11.3% | +492.4% | +303.7% |
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