+193.0%
ARM vs DUOL
-4.5%
+197.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -3.8% | +10.5% | +7.5% |
| 7D | -5.3% | +14.0% | -19.4% | -9.0% |
| 30D | -30.0% | +2.9% | -32.9% | -31.1% |
| 3M | -34.1% | +17.8% | -51.9% | -38.1% |
| 6M | -12.6% | +42.8% | -55.5% | -24.6% |
| YTD | +70.4% | -12.1% | +82.5% | +69.3% |
| 1Y | +22.3% | -23.3% | +45.6% | +26.7% |
| 3Y | +261.2% | -24.0% | +285.2% | +230.2% |
| All | +193.0% | -4.5% | +197.5% | +156.1% |
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 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