+13.0%
DLR vs DUOL
-38.2%
+51.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +26.0% | -23.4% | +2.8% |
| 7D | +2.8% | +19.3% | -16.4% | +2.9% |
| 30D | +2.8% | +9.6% | -6.8% | +2.7% |
| 3M | -4.0% | +17.1% | -21.1% | -3.9% |
| 6M | -5.6% | +46.3% | -51.9% | -5.4% |
| YTD | +21.9% | -8.1% | +30.1% | +24.3% |
| 1Y | +13.0% | -38.5% | +51.5% | +15.6% |
| All | +13.0% | -38.2% | +51.2% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling