+17.3%
DUOL vs REPL
-32.5%
+49.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.1% |
| 7D | +0.3% | +9.8% | -9.5% | -0.1% |
| 30D | +12.4% | +81.5% | -69.1% | +9.9% |
| 3M | +16.9% | +44.2% | -27.3% | +15.2% |
| 6M | +48.5% | +437.4% | -388.9% | +34.0% |
| YTD | -10.3% | +126.1% | -136.4% | -17.9% |
| 1Y | -15.6% | +143.1% | -158.8% | -23.1% |
| 3Y | -25.6% | +97.8% | -123.4% | -47.3% |
| 5Y | +1.5% | -34.3% | +35.8% | +7.6% |
| All | +17.3% | -32.5% | +49.7% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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