+56.1%
DD vs DUOL
+9.2%
+46.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.5% |
| 7D | -3.5% | +5.1% | -8.6% | -3.9% |
| 30D | -10.3% | +14.1% | -24.5% | -11.3% |
| 3M | -7.5% | +41.5% | -49.1% | -10.2% |
| 6M | -8.0% | +60.6% | -68.6% | -11.9% |
| YTD | +10.5% | -12.0% | +22.5% | +11.0% |
| 1Y | +38.3% | -43.4% | +81.6% | +43.3% |
| 3Y | +42.5% | +3.7% | +38.8% | +37.6% |
| 5Y | +60.2% | -5.3% | +65.4% | +44.5% |
| All | +56.1% | +9.2% | +46.9% | +43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling