+23.1%
DUOL vs ALLY
-11.0%
+34.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.8% | +4.2% | +4.7% |
| 7D | +3.0% | +0.4% | +2.7% | +2.9% |
| 30D | +18.3% | +5.2% | +13.1% | +16.2% |
| 3M | +14.7% | -13.3% | +28.0% | +22.1% |
| 6M | +57.5% | -6.7% | +64.1% | +61.5% |
| YTD | -5.8% | -12.8% | +7.0% | -0.9% |
| 1Y | -11.4% | +0.7% | -12.1% | -12.6% |
| 3Y | -22.5% | +65.2% | -87.7% | -40.1% |
| 5Y | +6.6% | -10.1% | +16.8% | -1.4% |
| All | +23.1% | -11.0% | +34.1% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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