-11.0%
DUOL vs DTE
+43.4%
-54.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -1.1% |
| 7D | -7.0% | -2.6% | -4.4% | -7.1% |
| 30D | +6.7% | -4.4% | +11.1% | +6.5% |
| 3M | +16.0% | -8.3% | +24.4% | +15.6% |
| 6M | +45.4% | -8.1% | +53.5% | +45.0% |
| YTD | -18.1% | +4.4% | -22.6% | -19.4% |
| 1Y | -53.6% | +0.2% | -53.7% | -54.0% |
| 3Y | -11.0% | +42.6% | -53.6% | -12.8% |
| All | -11.0% | +43.4% | -54.4% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling