+23.7%
DBX vs DUOL
-12.4%
+36.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.9% | +7.2% | +3.1% |
| 7D | +0.3% | -11.8% | +12.1% | +2.3% |
| 30D | 0.0% | +1.5% | -1.5% | -0.4% |
| 3M | +26.1% | +18.1% | +8.0% | +22.5% |
| 6M | +29.4% | +38.7% | -9.3% | +22.2% |
| YTD | +24.4% | -20.7% | +45.1% | +26.5% |
| 1Y | +10.9% | -49.1% | +60.0% | +18.7% |
| All | +23.7% | -12.4% | +36.1% | +21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling