-46.3%
DUOL vs ADVB
-88.8%
+42.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.8% | -1.4% | -5.2% |
| 7D | -7.8% | -14.0% | +6.2% | -7.9% |
| 30D | +11.8% | +41.0% | -29.1% | +12.3% |
| 3M | +24.1% | +127.9% | -103.8% | +24.6% |
| 6M | +43.6% | +101.3% | -57.7% | +43.7% |
| YTD | -16.6% | +53.8% | -70.4% | -16.0% |
| 1Y | -46.0% | +4.4% | -50.5% | -45.7% |
| All | -46.3% | -88.8% | +42.4% | -30.1% |
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