+19.6%
CARR vs DUOL
+1.6%
+18.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.5% | +1.5% |
| 7D | -3.8% | -7.0% | +3.2% | -3.1% |
| 30D | -8.9% | +6.7% | -15.6% | -9.7% |
| 3M | -17.3% | +16.0% | -33.3% | -19.1% |
| 6M | -1.4% | +45.4% | -46.8% | -6.3% |
| YTD | +10.0% | -18.1% | +28.1% | +11.2% |
| 1Y | -6.4% | -53.6% | +47.2% | +0.6% |
| 3Y | +1.5% | -11.0% | +12.5% | -2.0% |
| 5Y | +9.3% | -17.1% | +26.4% | -5.1% |
| All | +19.6% | +1.6% | +18.0% | +4.8% |
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