+15.0%
DUOL vs ESTC
-36.3%
+51.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.5% | +1.7% | -0.9% |
| 7D | +5.1% | -8.1% | +13.2% | +8.5% |
| 30D | +14.1% | +31.7% | -17.5% | +0.1% |
| 3M | +41.5% | +41.1% | +0.5% | +20.5% |
| 6M | +60.6% | +77.1% | -16.5% | +23.3% |
| YTD | -12.0% | +21.7% | -33.7% | -21.1% |
| 1Y | -43.4% | +8.4% | -51.7% | -47.7% |
| 3Y | +3.7% | +23.6% | -19.9% | -23.9% |
| 5Y | -5.3% | -46.5% | +41.2% | -7.8% |
| All | +15.0% | -36.3% | +51.3% | +0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling