-18.0%
DUOL vs ESTC
-46.4%
+28.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.8% | -4.0% |
| 7D | -11.8% | -3.3% | -8.4% | -10.6% |
| 30D | +1.5% | +13.4% | -11.9% | -5.1% |
| 3M | +18.1% | +41.3% | -23.2% | +0.9% |
| 6M | +38.7% | +62.6% | -23.9% | +10.7% |
| YTD | -20.7% | +14.8% | -35.4% | -27.0% |
| 1Y | -49.1% | -5.1% | -44.0% | -50.2% |
| 3Y | -11.0% | +11.2% | -22.2% | -30.8% |
| 5Y | -18.0% | -47.0% | +29.0% | -27.5% |
| All | -18.0% | -46.4% | +28.4% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling