+17.3%
DUOL vs CAPR
+119.7%
-102.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -8.7% | +4.7% | -3.9% |
| 7D | +0.3% | +19.1% | -18.8% | -0.1% |
| 30D | +12.4% | +48.8% | -36.5% | +11.6% |
| 3M | +16.9% | +144.4% | -127.5% | +14.8% |
| 6M | +48.5% | -67.5% | +116.0% | +49.7% |
| YTD | -10.3% | -64.5% | +54.2% | -10.0% |
| 1Y | -15.6% | +74.4% | -90.1% | -23.0% |
| 3Y | -25.6% | +265.7% | -291.3% | -49.9% |
| 5Y | +1.5% | +196.0% | -194.4% | -43.4% |
| All | +17.3% | +119.7% | -102.5% | -29.7% |
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