+507.8%
AU vs DUOL
+1.6%
+506.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | -4.3% | -7.0% | +2.7% | -3.9% |
| 30D | +7.3% | +6.7% | +0.6% | +6.8% |
| 3M | +26.3% | +16.0% | +10.3% | +24.9% |
| 6M | +1.8% | +45.4% | -43.6% | -1.0% |
| YTD | +26.8% | -18.1% | +44.9% | +27.8% |
| 1Y | +66.7% | -53.6% | +120.2% | +74.2% |
| 3Y | +579.1% | -11.0% | +590.0% | +549.8% |
| 5Y | +689.3% | -17.1% | +706.5% | +589.1% |
| All | +507.8% | +1.6% | +506.2% | +416.8% |
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