+105.9%
C vs DUOL
+4.3%
+101.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.3% |
| 7D | -2.4% | +21.9% | -24.3% | -4.8% |
| 30D | -6.0% | +5.7% | -11.7% | -6.9% |
| 3M | -10.5% | +30.9% | -41.4% | -13.8% |
| 6M | -5.7% | +52.8% | -58.5% | -11.4% |
| YTD | +4.1% | -8.6% | +12.7% | +3.4% |
| 1Y | +20.5% | -17.2% | +37.7% | +20.8% |
| 3Y | +208.1% | +2.0% | +206.2% | +190.5% |
| All | +105.9% | +4.3% | +101.7% | +83.0% |
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 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