+8.1%
DUOL vs VO
+45.3%
-37.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +5.6% |
| 7D | -8.6% | -2.5% | -6.1% | -5.1% |
| 30D | +7.2% | -3.2% | +10.4% | +12.2% |
| 3M | +19.1% | +3.9% | +15.1% | +11.7% |
| 6M | +52.5% | +9.6% | +42.9% | +30.3% |
| YTD | -17.3% | +11.6% | -28.9% | -31.4% |
| 1Y | -49.2% | +12.6% | -61.8% | -58.2% |
| 3Y | -7.3% | +55.4% | -62.6% | -53.0% |
| 5Y | -16.3% | +41.8% | -58.1% | -48.8% |
| All | +8.1% | +45.3% | -37.2% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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