+3.9%
CI vs DUOL
-5.7%
+9.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.2% | +3.4% | -1.8% |
| 7D | -2.0% | -7.8% | +5.8% | -2.0% |
| 30D | -1.8% | +11.8% | -13.6% | -1.9% |
| 3M | -4.2% | +24.1% | -28.3% | -4.3% |
| 6M | +2.7% | +43.6% | -40.9% | +2.6% |
| YTD | +1.9% | -16.6% | +18.5% | +1.7% |
| 1Y | -6.3% | -46.0% | +39.8% | -6.6% |
| 3Y | +3.9% | -6.5% | +10.3% | +6.2% |
| All | +3.9% | -5.7% | +9.6% | +6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling