+7.3%
DASH vs DUOL
+3.5%
+3.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.2% | -0.1% | -3.4% |
| 7D | -11.2% | -7.8% | -3.4% | -8.4% |
| 30D | -7.3% | +11.8% | -19.1% | -11.8% |
| 3M | +31.4% | +24.1% | +7.3% | +18.8% |
| 6M | +11.9% | +43.6% | -31.8% | -5.3% |
| YTD | -11.5% | -16.6% | +5.1% | -8.7% |
| 1Y | -20.0% | -46.0% | +26.0% | -3.9% |
| 3Y | +143.9% | -6.5% | +150.4% | +98.9% |
| 5Y | -0.2% | -7.4% | +7.2% | -36.4% |
| All | +7.3% | +3.5% | +3.7% | -33.4% |
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