+13.7%
AR vs DUOL
-38.2%
+51.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +26.0% | -32.3% | -5.8% |
| 7D | -11.1% | +19.3% | -30.4% | -10.6% |
| 30D | +7.9% | +9.6% | -1.7% | +8.7% |
| 3M | +4.9% | +17.1% | -12.2% | +5.5% |
| 6M | -5.3% | +46.3% | -51.6% | -5.4% |
| YTD | +8.6% | -8.1% | +16.7% | +10.0% |
| 1Y | +13.7% | -38.5% | +52.1% | +21.3% |
| All | +13.7% | -38.2% | +51.9% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling