+178.3%
AR vs DUOL
+1.6%
+176.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | -2.5% | -7.0% | +4.5% | -1.7% |
| 30D | +2.5% | +6.7% | -4.2% | +1.6% |
| 3M | +12.3% | +16.0% | -3.7% | +9.8% |
| 6M | -3.1% | +45.4% | -48.5% | -8.0% |
| YTD | +11.5% | -18.1% | +29.7% | +12.5% |
| 1Y | +17.0% | -53.6% | +70.6% | +25.5% |
| 3Y | +47.3% | -11.0% | +58.3% | +42.8% |
| 5Y | +141.2% | -17.1% | +158.4% | +112.2% |
| All | +178.3% | +1.6% | +176.7% | +134.5% |
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