+23.1%
DUOL vs DAR
-18.3%
+41.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.1% | +3.9% | +4.7% |
| 7D | +3.0% | +11.6% | -8.5% | 0.0% |
| 30D | +18.3% | -10.2% | +28.6% | +21.4% |
| 3M | +14.7% | -14.8% | +29.6% | +18.9% |
| 6M | +57.5% | -10.1% | +67.5% | +59.6% |
| YTD | -5.8% | +55.5% | -61.3% | -20.6% |
| 1Y | -11.4% | +61.7% | -73.1% | -26.3% |
| 3Y | -22.5% | +37.2% | -59.7% | -36.0% |
| 5Y | +6.6% | -26.9% | +33.6% | +2.7% |
| All | +23.1% | -18.3% | +41.4% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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