+44.1%
CI vs DUOL
+16.9%
+27.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.0% | -4.8% | +0.1% |
| 7D | +1.2% | +3.0% | -1.9% | +1.1% |
| 30D | +2.6% | +18.3% | -15.7% | +2.0% |
| 3M | +7.4% | +14.7% | -7.3% | +6.9% |
| 6M | -0.1% | +57.5% | -57.6% | -1.3% |
| YTD | +9.7% | -5.8% | +15.5% | +9.3% |
| 1Y | +12.1% | -11.4% | +23.5% | +11.8% |
| 3Y | +7.0% | -22.5% | +29.5% | +5.8% |
| 5Y | +49.7% | +6.6% | +43.1% | +42.1% |
| All | +44.1% | +16.9% | +27.2% | +36.9% |
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