+98.1%
DAL vs DUOL
+3.5%
+94.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.2% | +3.7% | -0.8% |
| 7D | +3.4% | -7.8% | +11.2% | +4.5% |
| 30D | -13.6% | +11.8% | -25.4% | -15.1% |
| 3M | +1.2% | +24.1% | -22.9% | -2.5% |
| 6M | +34.5% | +43.6% | -9.1% | +26.0% |
| YTD | +14.7% | -16.6% | +31.3% | +15.7% |
| 1Y | +29.2% | -46.0% | +75.3% | +37.2% |
| 3Y | +100.0% | -6.5% | +106.4% | +92.7% |
| 5Y | +106.3% | -7.4% | +113.7% | +75.2% |
| All | +98.1% | +3.5% | +94.5% | +71.8% |
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