-26.2%
DT vs DUOL
-17.6%
-8.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | -1.6% | -7.0% | +5.4% | +0.2% |
| 30D | +3.0% | +6.7% | -3.7% | +0.9% |
| 3M | +26.5% | +16.0% | +10.5% | +20.4% |
| 6M | +35.9% | +45.4% | -9.5% | +21.3% |
| YTD | +17.8% | -18.1% | +36.0% | +21.0% |
| 1Y | +4.1% | -53.6% | +57.6% | +21.5% |
| 3Y | +5.3% | -11.0% | +16.3% | -9.1% |
| All | -26.2% | -17.6% | -8.5% | -46.8% |
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