+28.6%
DECK vs DUOL
+13.5%
+15.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.3% | -1.5% |
| 7D | +5.8% | +21.9% | -16.2% | +1.9% |
| 30D | +7.9% | +5.7% | +2.1% | +6.3% |
| 3M | -11.4% | +30.9% | -42.3% | -16.2% |
| 6M | -16.6% | +52.8% | -69.3% | -23.6% |
| YTD | -16.4% | -8.6% | -7.8% | -17.1% |
| 1Y | +8.6% | -17.2% | +25.8% | +9.3% |
| 3Y | -15.1% | +2.0% | -17.1% | -21.8% |
| 5Y | +22.9% | +4.4% | +18.5% | +1.7% |
| All | +28.6% | +13.5% | +15.2% | +7.6% |
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