+58.3%
DLR vs DUOL
-12.4%
+70.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.9% | +4.7% | +0.2% |
| 7D | +2.9% | -11.8% | +14.7% | +4.1% |
| 30D | -1.2% | +1.5% | -2.7% | -1.5% |
| 3M | +2.9% | +18.1% | -15.2% | +0.5% |
| 6M | +6.7% | +38.7% | -32.0% | +1.7% |
| YTD | +23.9% | -20.7% | +44.5% | +26.3% |
| 1Y | +18.6% | -49.1% | +67.7% | +27.0% |
| All | +58.3% | -12.4% | +70.7% | +50.3% |
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