+105.0%
B vs DUOL
+11.3%
+93.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.1% | +1.0% | -2.9% |
| 7D | -6.2% | +0.3% | -6.5% | -6.2% |
| 30D | -6.6% | +12.4% | -19.0% | -7.3% |
| 3M | -7.9% | +16.9% | -24.8% | -8.8% |
| 6M | -16.8% | +48.5% | -65.3% | -18.8% |
| YTD | -11.7% | -10.3% | -1.4% | -11.7% |
| 1Y | +3.5% | -15.6% | +19.1% | +3.7% |
| 3Y | +165.7% | -25.6% | +191.3% | +163.0% |
| 5Y | +108.4% | +1.5% | +106.9% | +92.3% |
| All | +105.0% | +11.3% | +93.6% | +89.8% |
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