+6.5%
D vs DUOL
-10.4%
+16.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.2% | +5.8% | +0.6% |
| 7D | +0.8% | -7.8% | +8.6% | +0.8% |
| 30D | -0.7% | +11.8% | -12.6% | -0.8% |
| 3M | +2.1% | +24.1% | -22.0% | +2.0% |
| 6M | +6.8% | +43.6% | -36.8% | +6.7% |
| YTD | +16.5% | -16.6% | +33.1% | +16.8% |
| 1Y | +19.2% | -46.0% | +65.2% | +19.8% |
| 3Y | +61.9% | -6.5% | +68.3% | +60.6% |
| 5Y | +6.5% | -7.4% | +14.0% | +3.8% |
| All | +6.5% | -10.4% | +16.9% | +3.8% |
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 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