-4.6%
DASH vs DUOL
+10.8%
-15.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -2.1% |
| 7D | -2.8% | +22.4% | -25.2% | -10.6% |
| 30D | -9.3% | +4.5% | -13.8% | -11.5% |
| 3M | -15.1% | +14.2% | -29.3% | -20.6% |
| 6M | +8.7% | +45.1% | -36.3% | -8.8% |
| YTD | -21.3% | -10.7% | -10.6% | -21.8% |
| 1Y | -12.7% | -18.7% | +6.1% | -10.4% |
| 3Y | +103.8% | -25.9% | +129.7% | +88.7% |
| 5Y | -16.8% | +5.8% | -22.6% | -49.5% |
| All | -4.6% | +10.8% | -15.4% | -42.9% |
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