-11.0%
DUOL vs EQH
+100.2%
-111.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.7% |
| 7D | -7.0% | +0.7% | -7.7% | -7.3% |
| 30D | +6.7% | +2.8% | +3.9% | +4.9% |
| 3M | +16.0% | +23.1% | -7.1% | +2.8% |
| 6M | +45.4% | +41.4% | +4.0% | +17.6% |
| YTD | -18.1% | +14.3% | -32.4% | -24.8% |
| 1Y | -53.6% | +1.6% | -55.2% | -54.6% |
| 3Y | -11.0% | +102.7% | -113.7% | -36.7% |
| All | -11.0% | +100.2% | -111.2% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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