-42.3%
DUOL vs ADVB
-95.9%
+53.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +42.7% | -46.8% | -3.7% |
| 7D | +0.3% | +74.2% | -74.0% | +0.7% |
| 30D | +12.4% | -35.9% | +48.2% | +12.5% |
| 3M | +16.9% | -56.4% | +73.4% | +17.0% |
| 6M | +48.5% | -36.7% | +85.2% | +48.5% |
| YTD | -10.3% | -43.3% | +33.0% | -9.8% |
| 1Y | -15.6% | -63.4% | +47.8% | -14.0% |
| All | -42.3% | -95.9% | +53.6% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling