+129.0%
B vs DUOL
+9.1%
+119.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.8% | +8.1% | +4.4% |
| 7D | +11.3% | +14.0% | -2.7% | +10.5% |
| 30D | +2.9% | +2.9% | +0.1% | +2.6% |
| 3M | -2.9% | +17.8% | -20.7% | -3.9% |
| 6M | -1.2% | +42.8% | -44.0% | -3.4% |
| YTD | -1.3% | -12.1% | +10.8% | -1.2% |
| 1Y | +30.4% | -23.3% | +53.8% | +31.4% |
| 3Y | +195.3% | -24.0% | +219.3% | +192.0% |
| 5Y | +146.2% | +5.1% | +141.1% | +128.0% |
| All | +129.0% | +9.1% | +119.9% | +112.3% |
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