+119.2%
C vs DUOL
+16.1%
+103.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.8% | -3.2% | +1.1% |
| 7D | -0.4% | +1.8% | -2.2% | -0.6% |
| 30D | -5.3% | +11.1% | -16.4% | -6.6% |
| 3M | -8.0% | +21.2% | -29.2% | -10.3% |
| 6M | -0.3% | +56.1% | -56.3% | -5.8% |
| YTD | +8.6% | -6.5% | +15.1% | +7.7% |
| 1Y | +25.8% | -15.8% | +41.6% | +25.8% |
| 3Y | +221.2% | -22.4% | +243.6% | +215.3% |
| 5Y | +113.6% | +8.3% | +105.2% | +86.2% |
| All | +119.2% | +16.1% | +103.1% | +95.0% |
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