-10.1%
DUOL vs EFV
+88.2%
-98.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.5% | +4.5% |
| 7D | -8.6% | -2.0% | -6.6% | -7.2% |
| 30D | +7.2% | -0.2% | +7.4% | +7.3% |
| 3M | +19.1% | +9.1% | +9.9% | +11.1% |
| 6M | +52.5% | +11.7% | +40.8% | +37.8% |
| YTD | -17.3% | +17.0% | -34.3% | -29.8% |
| 1Y | -49.2% | +26.7% | -75.9% | -60.7% |
| All | -10.1% | +88.2% | -98.2% | -56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling