+75.9%
DE vs DUOL
-9.6%
+85.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.3% |
| 7D | -2.6% | -7.0% | +4.4% | -2.4% |
| 30D | +9.0% | +6.7% | +2.3% | +8.9% |
| 3M | +19.1% | +16.0% | +3.1% | +18.6% |
| 6M | +14.4% | +45.4% | -31.0% | +12.8% |
| YTD | +45.9% | -18.1% | +64.1% | +48.3% |
| 1Y | +43.6% | -53.6% | +97.2% | +51.7% |
| 3Y | +75.9% | -11.0% | +86.9% | +72.8% |
| All | +75.9% | -9.6% | +85.5% | +72.8% |
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 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