+104.6%
DE vs DUOL
-1.5%
+106.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | -0.3% |
| 7D | -3.0% | -11.8% | +8.8% | -2.6% |
| 30D | +11.1% | +1.5% | +9.7% | +11.0% |
| 3M | +17.6% | +18.1% | -0.5% | +16.5% |
| 6M | +13.6% | +38.7% | -25.1% | +11.5% |
| YTD | +46.3% | -20.7% | +66.9% | +47.7% |
| 1Y | +44.2% | -49.1% | +93.3% | +49.0% |
| 3Y | +76.6% | -11.0% | +87.6% | +73.5% |
| 5Y | +98.2% | -18.0% | +116.2% | +86.4% |
| All | +104.6% | -1.5% | +106.1% | +91.3% |
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