+122.3%
ARES vs DUOL
+2.7%
+119.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.3% | -7.0% | -3.7% |
| 7D | -7.7% | -8.6% | +0.9% | -6.0% |
| 30D | -8.7% | +7.2% | -15.9% | -10.3% |
| 3M | +2.8% | +19.1% | -16.2% | -1.9% |
| 6M | +23.1% | +52.5% | -29.5% | +10.5% |
| YTD | -17.3% | -17.3% | 0.0% | -15.8% |
| 1Y | -24.3% | -49.2% | +24.9% | -15.9% |
| 3Y | +34.9% | -7.3% | +42.2% | +24.8% |
| 5Y | +93.5% | -16.3% | +109.8% | +57.6% |
| All | +122.3% | +2.7% | +119.7% | +78.2% |
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