-39.8%
DUOL vs ADVB
-97.1%
+57.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +10.0% | -5.2% | +4.8% |
| 7D | +1.8% | +10.5% | -8.7% | +1.8% |
| 30D | +11.1% | -56.0% | +67.1% | +10.8% |
| 3M | +21.2% | -70.1% | +91.3% | +20.8% |
| 6M | +56.1% | -53.7% | +109.8% | +55.6% |
| YTD | -6.5% | -60.3% | +53.8% | -6.3% |
| 1Y | -15.8% | -73.1% | +57.4% | -14.6% |
| All | -39.8% | -97.1% | +57.3% | -22.1% |
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