-6.5%
DUOL vs ESTC
+11.7%
-18.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.7% | -1.5% | -4.1% |
| 7D | -7.8% | -4.3% | -3.5% | -6.7% |
| 30D | +11.8% | +17.7% | -5.9% | +5.6% |
| 3M | +24.1% | +42.3% | -18.2% | +10.9% |
| 6M | +43.6% | +64.6% | -20.9% | +22.7% |
| YTD | -16.6% | +17.2% | -33.8% | -22.8% |
| 1Y | -46.0% | -4.2% | -41.8% | -48.2% |
| 3Y | -6.5% | +13.5% | -20.0% | -12.6% |
| All | -6.5% | +11.7% | -18.2% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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