+3.7%
DUOL vs EFV
+98.2%
-94.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -4.0% | -4.0% |
| 7D | -11.8% | -0.5% | -11.3% | -11.3% |
| 30D | +1.5% | 0.0% | +1.5% | +1.5% |
| 3M | +18.1% | +8.4% | +9.7% | +8.7% |
| 6M | +38.7% | +12.3% | +26.3% | +21.7% |
| YTD | -20.7% | +17.4% | -38.1% | -34.5% |
| 1Y | -49.1% | +27.1% | -76.2% | -61.7% |
| 3Y | -11.0% | +90.7% | -101.7% | -58.5% |
| 5Y | -18.0% | +95.6% | -113.6% | -63.1% |
| All | +3.7% | +98.2% | -94.4% | -53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling