+3.7%
DUOL vs REPL
-55.6%
+59.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.7% | -4.8% |
| 7D | -11.8% | -9.6% | -2.2% | -11.5% |
| 30D | +1.5% | +5.7% | -4.2% | +1.3% |
| 3M | +18.1% | +56.4% | -38.2% | +14.3% |
| 6M | +38.7% | +67.4% | -28.8% | +28.6% |
| YTD | -20.7% | +48.7% | -69.3% | -26.1% |
| 1Y | -49.1% | +148.3% | -197.4% | -55.5% |
| 3Y | -11.0% | -26.7% | +15.7% | -21.6% |
| 5Y | -18.0% | -54.1% | +36.2% | -15.2% |
| All | +3.7% | -55.6% | +59.3% | +9.6% |
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