-3.8%
DASH vs DUOL
+13.5%
-17.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -1.0% |
| 7D | +0.4% | +21.9% | -21.5% | -7.5% |
| 30D | -6.0% | +5.7% | -11.8% | -8.7% |
| 3M | -15.8% | +30.9% | -46.6% | -25.3% |
| 6M | +7.0% | +52.8% | -45.8% | -12.1% |
| YTD | -20.7% | -8.6% | -12.1% | -21.8% |
| 1Y | -8.5% | -17.2% | +8.7% | -6.8% |
| 3Y | +101.8% | +2.0% | +99.8% | +58.4% |
| 5Y | -9.6% | +4.4% | -13.9% | -45.2% |
| All | -3.8% | +13.5% | -17.3% | -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