+3.7%
DUOL vs TW
+21.0%
-17.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.8% | -4.9% |
| 7D | -11.8% | -0.5% | -11.3% | -11.5% |
| 30D | +1.5% | -0.6% | +2.1% | +1.7% |
| 3M | +18.1% | +3.4% | +14.7% | +15.6% |
| 6M | +38.7% | -18.4% | +57.1% | +52.7% |
| YTD | -20.7% | -3.9% | -16.8% | -20.3% |
| 1Y | -49.1% | -13.3% | -35.8% | -46.1% |
| 3Y | -11.0% | +20.8% | -31.9% | -25.0% |
| 5Y | -18.0% | +20.3% | -38.3% | -35.0% |
| All | +3.7% | +21.0% | -17.3% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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