+8.5%
D vs DUOL
-1.5%
+10.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.9% | +3.2% | -1.7% |
| 7D | -0.4% | -11.8% | +11.3% | -0.4% |
| 30D | -2.1% | +1.5% | -3.6% | -2.1% |
| 3M | -0.7% | +18.1% | -18.9% | -0.8% |
| 6M | +5.6% | +38.7% | -33.1% | +5.4% |
| YTD | +14.6% | -20.7% | +35.2% | +14.9% |
| 1Y | +15.3% | -49.1% | +64.4% | +16.0% |
| 3Y | +59.1% | -11.0% | +70.2% | +58.0% |
| 5Y | +3.9% | -18.0% | +21.9% | +1.8% |
| All | +8.5% | -1.5% | +10.0% | +5.7% |
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