-9.5%
DUOL vs DTE
+30.3%
-39.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | -7.0% | -2.6% | -4.4% | -6.8% |
| 30D | +6.7% | -4.4% | +11.1% | +7.1% |
| 3M | +16.0% | -8.3% | +24.4% | +16.8% |
| 6M | +45.4% | -8.1% | +53.5% | +46.3% |
| YTD | -18.1% | +4.4% | -22.6% | -19.6% |
| 1Y | -53.6% | +0.2% | -53.7% | -54.0% |
| 3Y | -11.0% | +42.6% | -53.6% | -18.4% |
| All | -9.5% | +30.3% | -39.8% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling