+8.1%
DUOL vs DTE
+33.4%
-25.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.5% | +4.4% |
| 7D | -8.6% | -2.0% | -6.6% | -8.4% |
| 30D | +7.2% | -2.4% | +9.6% | +7.4% |
| 3M | +19.1% | -7.3% | +26.4% | +19.8% |
| 6M | +52.5% | -7.6% | +60.2% | +53.4% |
| YTD | -17.3% | +5.8% | -23.1% | -18.8% |
| 1Y | -49.2% | +2.3% | -51.6% | -49.9% |
| 3Y | -7.3% | +45.0% | -52.3% | -14.8% |
| 5Y | -16.3% | +33.2% | -49.5% | -18.1% |
| All | +8.1% | +33.4% | -25.3% | +3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling