+60.0%
CME vs DUOL
+1.6%
+58.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.6% |
| 7D | -1.6% | -7.0% | +5.4% | -1.4% |
| 30D | +5.6% | +6.7% | -1.1% | +5.3% |
| 3M | +5.6% | +16.0% | -10.4% | +4.9% |
| 6M | -8.3% | +45.4% | -53.7% | -9.5% |
| YTD | +4.3% | -18.1% | +22.5% | +4.5% |
| 1Y | +9.1% | -53.6% | +62.6% | +11.0% |
| 3Y | +52.1% | -11.0% | +63.0% | +48.4% |
| 5Y | +79.7% | -17.1% | +96.8% | +64.8% |
| All | +60.0% | +1.6% | +58.4% | +48.8% |
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