+104.1%
DE vs DUOL
+1.6%
+102.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.3% |
| 7D | -2.6% | -7.0% | +4.4% | -2.3% |
| 30D | +9.0% | +6.7% | +2.3% | +8.7% |
| 3M | +19.1% | +16.0% | +3.1% | +18.2% |
| 6M | +14.4% | +45.4% | -31.0% | +12.0% |
| YTD | +45.9% | -18.1% | +64.1% | +47.2% |
| 1Y | +43.6% | -53.6% | +97.2% | +49.6% |
| 3Y | +75.9% | -11.0% | +86.9% | +72.9% |
| 5Y | +98.8% | -17.1% | +115.9% | +86.7% |
| All | +104.1% | +1.6% | +102.5% | +90.7% |
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