+14.6%
D vs DUOL
+0.2%
+14.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | -0.5% |
| 7D | +0.8% | +14.0% | -13.3% | +0.6% |
| 30D | +10.7% | +2.9% | +7.8% | +10.5% |
| 3M | +2.3% | +17.8% | -15.6% | +2.1% |
| 6M | +12.5% | +42.8% | -30.3% | +12.2% |
| YTD | +20.1% | -12.1% | +32.2% | +20.2% |
| 1Y | +15.6% | -23.3% | +38.9% | +15.8% |
| 3Y | +75.2% | -24.0% | +99.2% | +74.6% |
| 5Y | +14.6% | +5.1% | +9.5% | +13.1% |
| All | +14.6% | +0.2% | +14.4% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling