+44.9%
DLR vs DUOL
+9.2%
+35.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.1% | +0.6% |
| 7D | +1.6% | +5.1% | -3.5% | +1.0% |
| 30D | -3.4% | +14.1% | -17.5% | -4.9% |
| 3M | +0.5% | +41.5% | -41.0% | -3.6% |
| 6M | +4.6% | +60.6% | -56.1% | -1.5% |
| YTD | +23.4% | -12.0% | +35.4% | +23.8% |
| 1Y | +19.0% | -43.4% | +62.4% | +24.4% |
| 3Y | +56.5% | +3.7% | +52.8% | +49.1% |
| 5Y | +33.3% | -5.3% | +38.6% | +19.3% |
| All | +44.9% | +9.2% | +35.7% | +27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling