+12.3%
DBX vs DUOL
+1.6%
+10.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.6% |
| 7D | +2.1% | -7.0% | +9.1% | +3.4% |
| 30D | +5.7% | +6.7% | -1.0% | +4.3% |
| 3M | +31.8% | +16.0% | +15.8% | +27.8% |
| 6M | +37.5% | +45.4% | -8.0% | +27.5% |
| YTD | +27.9% | -18.1% | +46.0% | +30.1% |
| 1Y | +15.0% | -53.6% | +68.6% | +27.5% |
| 3Y | +27.2% | -11.0% | +38.1% | +18.1% |
| 5Y | +12.8% | -17.1% | +29.9% | -5.6% |
| All | +12.3% | +1.6% | +10.7% | -7.1% |
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