-35.5%
DOW vs DUOL
-15.6%
-19.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.4% | +0.6% |
| 7D | -2.4% | -8.6% | +6.2% | -1.9% |
| 30D | -4.1% | +7.2% | -11.3% | -4.6% |
| 3M | -12.4% | +19.1% | -31.5% | -13.7% |
| 6M | -10.6% | +52.5% | -63.1% | -13.5% |
| YTD | +31.1% | -17.3% | +48.4% | +31.9% |
| 1Y | +30.5% | -49.2% | +79.7% | +35.7% |
| 3Y | -34.4% | -7.3% | -27.2% | -35.4% |
| 5Y | -35.5% | -16.3% | -19.2% | -38.7% |
| All | -35.5% | -15.6% | -19.9% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling