+39.4%
DLR vs DUOL
+16.9%
+22.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.0% | -6.9% | -2.4% |
| 7D | +3.3% | +3.0% | +0.3% | +3.0% |
| 30D | +4.6% | +18.3% | -13.7% | +2.6% |
| 3M | -8.3% | +14.7% | -23.0% | -10.1% |
| 6M | -5.6% | +57.5% | -63.1% | -11.0% |
| YTD | +18.7% | -5.8% | +24.5% | +17.7% |
| 1Y | +17.1% | -11.4% | +28.5% | +16.8% |
| 3Y | +54.4% | -22.5% | +76.9% | +51.2% |
| 5Y | +36.5% | +6.6% | +29.8% | +19.4% |
| All | +39.4% | +16.9% | +22.5% | +21.6% |
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