+95.7%
AR vs DUOL
-5.7%
+101.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.8% | -3.2% | +1.0% |
| 7D | +2.1% | +1.8% | +0.3% | +1.9% |
| 30D | +4.5% | +11.1% | -6.6% | +2.8% |
| 3M | +1.0% | +21.2% | -20.2% | -2.0% |
| 6M | +4.4% | +56.1% | -51.7% | -2.4% |
| YTD | +10.9% | -6.5% | +17.4% | +9.7% |
| 1Y | +8.6% | -15.8% | +24.3% | +8.8% |
| 3Y | +48.5% | -22.4% | +70.9% | +45.4% |
| 5Y | +95.7% | +8.3% | +87.4% | +74.3% |
| All | +95.7% | -5.7% | +101.5% | +74.3% |
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 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