+59.9%
DIA vs DUOL
-5.7%
+65.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.2% | +4.1% | -0.8% |
| 7D | +0.1% | -7.8% | +7.9% | +0.6% |
| 30D | -2.1% | +11.8% | -13.9% | -2.9% |
| 3M | +4.2% | +24.1% | -19.9% | +2.4% |
| 6M | +11.9% | +43.6% | -31.7% | +8.6% |
| YTD | +10.8% | -16.6% | +27.4% | +11.5% |
| 1Y | +17.5% | -46.0% | +63.6% | +21.3% |
| 3Y | +59.9% | -6.5% | +66.4% | +57.3% |
| All | +59.9% | -5.7% | +65.6% | +57.3% |
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 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