+131.6%
C vs DUOL
-10.4%
+142.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.5% | -0.2% |
| 7D | +3.2% | -7.8% | +11.0% | +4.0% |
| 30D | +1.3% | +11.8% | -10.5% | -0.1% |
| 3M | +3.1% | +24.1% | -21.0% | +0.2% |
| 6M | +29.6% | +43.6% | -14.0% | +23.5% |
| YTD | +19.0% | -16.6% | +35.5% | +19.8% |
| 1Y | +45.6% | -46.0% | +91.7% | +52.2% |
| 3Y | +269.3% | -6.5% | +275.7% | +255.7% |
| 5Y | +131.6% | -7.4% | +139.0% | +104.3% |
| All | +131.6% | -10.4% | +142.0% | +104.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling