+9.7%
DLR vs DUOL
-47.0%
+56.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.2% | -1.9% |
| 7D | -1.3% | -8.6% | +7.3% | -1.3% |
| 30D | -2.9% | +7.2% | -10.0% | -2.9% |
| 3M | +3.2% | +19.1% | -15.8% | +3.0% |
| 6M | +3.9% | +52.5% | -48.6% | +2.6% |
| YTD | +21.4% | -17.3% | +38.7% | +24.2% |
| 1Y | +9.7% | -49.2% | +58.9% | +16.2% |
| All | +9.7% | -47.0% | +56.7% | +16.2% |
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