+7.0%
DUOL vs MKTX
-62.7%
+69.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -1.0% | -1.0% |
| 7D | -7.0% | -0.2% | -6.7% | -6.9% |
| 30D | +6.7% | +0.7% | +6.0% | +6.5% |
| 3M | +16.0% | +40.8% | -24.8% | +3.7% |
| 6M | +45.4% | -8.0% | +53.4% | +48.5% |
| YTD | -18.1% | -8.7% | -9.4% | -16.5% |
| 1Y | -53.6% | -11.8% | -41.7% | -52.2% |
| 3Y | -11.0% | -24.0% | +13.1% | -9.5% |
| 5Y | -17.1% | -60.3% | +43.2% | +6.8% |
| All | +7.0% | -62.7% | +69.7% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling