+7.0%
DUOL vs TENB
-35.8%
+42.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.0% | +5.0% | +1.7% |
| 7D | -7.0% | -12.1% | +5.1% | -1.6% |
| 30D | +6.7% | -18.6% | +25.3% | +15.9% |
| 3M | +16.0% | +12.1% | +4.0% | +5.0% |
| 6M | +45.4% | +46.8% | -1.4% | +11.7% |
| YTD | -18.1% | +28.0% | -46.1% | -32.9% |
| 1Y | -53.6% | -1.4% | -52.1% | -56.2% |
| 3Y | -11.0% | -33.9% | +23.0% | +0.1% |
| 5Y | -17.1% | -34.6% | +17.5% | -10.7% |
| All | +7.0% | -35.8% | +42.8% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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