+118.9%
C vs DUOL
+11.3%
+107.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.3% |
| 7D | +4.7% | +0.3% | +4.5% | +4.7% |
| 30D | +0.2% | +12.4% | -12.2% | -1.3% |
| 3M | -9.3% | +16.9% | -26.3% | -11.3% |
| 6M | -0.8% | +48.5% | -49.3% | -5.9% |
| YTD | +8.5% | -10.3% | +18.8% | +8.0% |
| 1Y | +23.1% | -15.6% | +38.7% | +23.1% |
| 3Y | +220.8% | -25.6% | +246.4% | +216.2% |
| 5Y | +112.4% | +1.5% | +110.9% | +85.8% |
| All | +118.9% | +11.3% | +107.6% | +95.6% |
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