+19.2%
AR vs DUOL
-47.0%
+66.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.1% | 0.0% |
| 7D | -1.3% | -8.6% | +7.3% | -1.0% |
| 30D | +3.5% | +7.2% | -3.6% | +3.2% |
| 3M | +9.9% | +19.1% | -9.2% | +9.0% |
| 6M | +4.5% | +52.5% | -48.0% | +2.6% |
| YTD | +13.7% | -17.3% | +31.0% | +14.7% |
| 1Y | +19.2% | -49.2% | +68.5% | +27.6% |
| All | +19.2% | -47.0% | +66.3% | +27.6% |
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