+9.7%
D vs DUOL
+9.2%
+0.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.4% |
| 7D | +1.5% | +5.1% | -3.6% | +1.4% |
| 30D | -2.6% | +14.1% | -16.7% | -2.6% |
| 3M | 0.0% | +41.5% | -41.5% | -0.1% |
| 6M | +7.4% | +60.6% | -53.3% | +7.1% |
| YTD | +15.9% | -12.0% | +27.9% | +16.1% |
| 1Y | +18.1% | -43.4% | +61.5% | +18.8% |
| 3Y | +58.4% | +3.7% | +54.7% | +57.0% |
| 5Y | +5.2% | -5.3% | +10.5% | +3.0% |
| All | +9.7% | +9.2% | +0.5% | +6.9% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling