+23.1%
DUOL vs ARWR
-27.9%
+51.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.3% | +3.7% | +4.7% |
| 7D | +3.0% | -17.8% | +20.9% | +7.7% |
| 30D | +18.3% | -18.1% | +36.4% | +23.9% |
| 3M | +14.7% | -44.2% | +58.9% | +30.5% |
| 6M | +57.5% | -38.6% | +96.1% | +72.9% |
| YTD | -5.8% | -28.0% | +22.2% | -2.0% |
| 1Y | -11.4% | +16.1% | -27.5% | -19.7% |
| 3Y | -22.5% | +84.0% | -106.5% | -46.7% |
| 5Y | +6.6% | -35.4% | +42.0% | +0.2% |
| All | +23.1% | -27.9% | +51.1% | +12.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling