+3.6%
DG vs DUOL
-8.7%
+12.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.3% | -5.5% | -1.4% |
| 7D | -6.3% | -8.6% | +2.3% | -6.1% |
| 30D | +2.4% | +7.2% | -4.7% | +2.2% |
| 3M | +12.4% | +19.1% | -6.6% | +11.9% |
| 6M | -14.9% | +52.5% | -67.4% | -15.5% |
| YTD | -6.1% | -17.3% | +11.2% | -6.7% |
| 1Y | +17.9% | -49.2% | +67.1% | +16.8% |
| All | +3.6% | -8.7% | +12.3% | +2.8% |
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