+143.7%
AR vs DUOL
-11.2%
+154.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.9% | +5.0% | +0.6% |
| 7D | -1.2% | -11.8% | +10.6% | +0.1% |
| 30D | +5.5% | +1.5% | +4.0% | +5.2% |
| 3M | +12.9% | +18.1% | -5.3% | +10.2% |
| 6M | +0.1% | +38.7% | -38.6% | -4.3% |
| YTD | +13.5% | -20.7% | +34.2% | +14.9% |
| 1Y | +21.6% | -49.1% | +70.7% | +28.7% |
| 3Y | +46.0% | -11.0% | +57.0% | +41.7% |
| 5Y | +143.7% | -18.0% | +161.7% | +110.1% |
| All | +143.7% | -11.2% | +154.9% | +110.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling