+64.0%
DIA vs DUOL
+16.9%
+47.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.0% | -4.9% | -0.2% |
| 7D | +2.1% | +3.0% | -0.9% | +1.9% |
| 30D | +1.5% | +18.3% | -16.8% | +0.1% |
| 3M | -2.4% | +14.7% | -17.1% | -3.7% |
| 6M | +6.0% | +57.5% | -51.5% | +2.0% |
| YTD | +10.1% | -5.8% | +15.9% | +9.3% |
| 1Y | +11.8% | -11.4% | +23.2% | +11.4% |
| 3Y | +59.7% | -22.5% | +82.2% | +57.1% |
| 5Y | +57.9% | +6.6% | +51.2% | +43.1% |
| All | +64.0% | +16.9% | +47.1% | +48.9% |
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