+22.2%
DUOL vs CAPR
+140.8%
-118.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +26.5% | -21.7% | +4.3% |
| 7D | +1.8% | +25.8% | -24.0% | +1.3% |
| 30D | +11.1% | +50.2% | -39.1% | +10.3% |
| 3M | +21.2% | +185.5% | -164.3% | +18.6% |
| 6M | +56.1% | -64.8% | +120.9% | +57.1% |
| YTD | -6.5% | -61.1% | +54.6% | -6.3% |
| 1Y | -15.8% | +81.0% | -96.8% | -22.9% |
| 3Y | -22.4% | +300.7% | -323.1% | -47.8% |
| 5Y | +8.3% | +223.3% | -215.0% | -39.6% |
| All | +22.2% | +140.8% | -118.5% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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