+38.3%
DD vs DUOL
-43.9%
+82.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.3% |
| 7D | -3.5% | +5.1% | -8.6% | -3.4% |
| 30D | -10.3% | +14.1% | -24.5% | -10.1% |
| 3M | -7.5% | +41.5% | -49.1% | -7.3% |
| 6M | -8.0% | +60.6% | -68.6% | -8.6% |
| YTD | +10.5% | -12.0% | +22.5% | +16.0% |
| 1Y | +38.3% | -43.4% | +81.6% | +49.2% |
| All | +38.3% | -43.9% | +82.1% | +49.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling