-43.4%
DUOL vs EFV
+30.7%
-74.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.8% |
| 7D | +5.1% | +1.5% | +3.6% | +5.4% |
| 30D | +14.1% | +1.7% | +12.4% | +14.5% |
| 3M | +41.5% | +8.6% | +32.9% | +43.2% |
| 6M | +60.6% | +11.7% | +48.9% | +59.1% |
| YTD | -12.0% | +19.3% | -31.3% | -15.8% |
| 1Y | -43.4% | +30.2% | -73.6% | -49.9% |
| All | -43.4% | +30.7% | -74.0% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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