+8.1%
DUOL vs ARWR
+24.8%
-16.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.2% |
| 7D | -8.6% | -4.3% | -4.3% | -7.6% |
| 30D | +7.2% | -7.3% | +14.4% | +8.9% |
| 3M | +19.1% | +17.0% | +2.1% | +13.3% |
| 6M | +52.5% | +39.8% | +12.7% | +37.4% |
| YTD | -17.3% | +24.7% | -41.9% | -23.9% |
| 1Y | -49.2% | +186.5% | -235.7% | -63.1% |
| 3Y | -7.3% | +176.8% | -184.0% | -40.9% |
| 5Y | -16.3% | +29.3% | -45.6% | -34.7% |
| All | +8.1% | +24.8% | -16.7% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ARWR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling