-43.4%
DUOL vs DTE
+3.0%
-46.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -3.1% |
| 7D | +5.1% | +0.2% | +4.9% | +5.2% |
| 30D | +14.1% | -2.6% | +16.7% | +12.9% |
| 3M | +41.5% | -3.9% | +45.4% | +39.2% |
| 6M | +60.6% | -7.9% | +68.5% | +56.0% |
| YTD | -12.0% | +7.2% | -19.2% | -11.1% |
| 1Y | -43.4% | +3.1% | -46.4% | -42.6% |
| All | -43.4% | +3.0% | -46.4% | -42.6% |
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