+129.7%
DAL vs DUOL
+16.1%
+113.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.8% | -5.7% | -1.6% |
| 7D | +2.3% | +1.8% | +0.6% | +2.0% |
| 30D | +14.3% | +11.1% | +3.2% | +12.2% |
| 3M | +1.3% | +21.2% | -19.9% | -2.1% |
| 6M | +29.3% | +56.1% | -26.8% | +19.6% |
| YTD | +33.0% | -6.5% | +39.5% | +31.4% |
| 1Y | +59.8% | -15.8% | +75.6% | +60.0% |
| 3Y | +177.2% | -22.4% | +199.6% | +172.4% |
| 5Y | +118.4% | +8.3% | +110.0% | +82.6% |
| All | +129.7% | +16.1% | +113.6% | +95.1% |
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 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