+84.7%
CME vs DUOL
+16.9%
+67.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.0% | -4.2% | +0.6% |
| 7D | +3.9% | +3.0% | +0.9% | +3.8% |
| 30D | +11.3% | +18.3% | -7.0% | +10.5% |
| 3M | +19.6% | +14.7% | +4.8% | +18.7% |
| 6M | +8.1% | +57.5% | -49.4% | +6.1% |
| YTD | +20.4% | -5.8% | +26.2% | +19.8% |
| 1Y | +16.5% | -11.4% | +27.9% | +16.1% |
| 3Y | +66.4% | -22.5% | +89.0% | +63.9% |
| 5Y | +74.5% | +6.6% | +67.8% | +60.2% |
| All | +84.7% | +16.9% | +67.8% | +70.6% |
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