-38.5%
DUOL vs DTE
+5.6%
-44.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.0% | +2.4% | +23.6% | +26.6% |
| 7D | +19.3% | +4.2% | +15.1% | +20.8% |
| 30D | +9.6% | +10.0% | -0.4% | +14.3% |
| 3M | +17.1% | -2.1% | +19.1% | +14.0% |
| 6M | +46.3% | -4.7% | +51.0% | +41.2% |
| YTD | -8.1% | +9.3% | -17.4% | -4.3% |
| 1Y | -38.5% | +6.6% | -45.1% | -35.6% |
| All | -38.5% | +5.6% | -44.0% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling