+13.4%
D vs DUOL
+16.1%
-2.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.8% | -5.2% | -0.5% |
| 7D | -2.4% | +1.8% | -4.2% | -2.4% |
| 30D | +9.0% | +11.1% | -2.1% | +8.8% |
| 3M | +1.0% | +21.2% | -20.2% | +0.7% |
| 6M | +11.0% | +56.1% | -45.1% | +10.6% |
| YTD | +19.8% | -6.5% | +26.3% | +19.8% |
| 1Y | +16.0% | -15.8% | +31.7% | +16.1% |
| 3Y | +74.4% | -22.4% | +96.8% | +73.8% |
| 5Y | +13.5% | +8.3% | +5.2% | +10.5% |
| All | +13.4% | +16.1% | -2.6% | +10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling