+59.2%
DD vs DUOL
-19.0%
+78.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.9% | +2.3% | -2.2% |
| 7D | -3.8% | -11.8% | +8.0% | -2.9% |
| 30D | -9.2% | +1.5% | -10.7% | -9.5% |
| 3M | -9.0% | +18.1% | -27.1% | -10.5% |
| 6M | -5.0% | +38.7% | -43.6% | -8.2% |
| YTD | +7.4% | -20.7% | +28.0% | +8.7% |
| 1Y | +35.1% | -49.1% | +84.2% | +41.3% |
| 3Y | +43.2% | -11.0% | +54.2% | +39.3% |
| All | +59.2% | -19.0% | +78.2% | +44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling