+5.4%
B vs DUOL
-11.1%
+16.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.0% | -5.7% | -0.7% |
| 7D | -7.3% | +3.0% | -10.4% | -7.3% |
| 30D | -3.3% | +18.3% | -21.6% | -4.1% |
| 3M | -7.8% | +14.7% | -22.5% | -8.5% |
| 6M | -15.5% | +57.5% | -73.0% | -14.7% |
| YTD | -12.3% | -5.8% | -6.4% | -6.4% |
| 1Y | +5.4% | -11.4% | +16.8% | +13.2% |
| All | +5.4% | -11.1% | +16.4% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling