+3.7%
DUOL vs ALC
-1.5%
+5.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.4% |
| 7D | -11.8% | -5.3% | -6.5% | -9.3% |
| 30D | +1.5% | -7.1% | +8.6% | +5.2% |
| 3M | +18.1% | +0.8% | +17.4% | +17.8% |
| 6M | +38.7% | -16.0% | +54.6% | +49.9% |
| YTD | -20.7% | -12.7% | -7.9% | -16.3% |
| 1Y | -49.1% | -12.8% | -36.3% | -46.4% |
| 3Y | -11.0% | -15.8% | +4.8% | -7.6% |
| 5Y | -18.0% | -16.7% | -1.3% | -17.2% |
| All | +3.7% | -1.5% | +5.2% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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