+93.5%
ARES vs DUOL
-15.6%
+109.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.3% | -7.0% | -3.7% |
| 7D | -7.7% | -8.6% | +0.9% | -5.9% |
| 30D | -8.7% | +7.2% | -15.9% | -10.4% |
| 3M | +2.8% | +19.1% | -16.2% | -2.0% |
| 6M | +23.1% | +52.5% | -29.5% | +10.3% |
| YTD | -17.3% | -17.3% | 0.0% | -15.7% |
| 1Y | -24.3% | -49.2% | +24.9% | -15.7% |
| 3Y | +34.9% | -7.3% | +42.2% | +24.3% |
| 5Y | +93.5% | -16.3% | +109.8% | +55.6% |
| All | +93.5% | -15.6% | +109.1% | +55.6% |
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 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