+14.0%
D vs DUOL
+10.8%
+3.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.2% |
| 7D | +2.4% | +22.4% | -20.0% | +2.2% |
| 30D | +10.9% | +4.5% | +6.4% | +10.8% |
| 3M | +2.8% | +14.2% | -11.4% | +2.6% |
| 6M | +12.7% | +45.1% | -32.4% | +12.4% |
| YTD | +20.3% | -10.7% | +31.0% | +20.4% |
| 1Y | +17.1% | -18.7% | +35.9% | +17.3% |
| 3Y | +75.1% | -25.9% | +101.1% | +74.7% |
| 5Y | +13.1% | +5.8% | +7.3% | +10.1% |
| All | +14.0% | +10.8% | +3.2% | +10.8% |
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