+131.5%
ARES vs DUOL
+16.9%
+114.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.0% | -4.0% | -0.1% |
| 7D | +0.5% | +3.0% | -2.6% | -0.3% |
| 30D | +19.7% | +18.3% | +1.4% | +14.7% |
| 3M | -9.0% | +14.7% | -23.7% | -12.7% |
| 6M | +11.5% | +57.5% | -45.9% | -0.9% |
| YTD | -13.8% | -5.8% | -8.0% | -15.4% |
| 1Y | -5.6% | -11.4% | +5.8% | -6.3% |
| 3Y | +36.1% | -22.5% | +58.6% | +31.0% |
| 5Y | +82.7% | +6.6% | +76.0% | +41.9% |
| All | +131.5% | +16.9% | +114.6% | +78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling