-13.7%
DUOL vs VO
+56.0%
-69.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -3.7% |
| 7D | -11.8% | -0.6% | -11.2% | -11.0% |
| 30D | +1.5% | -1.9% | +3.4% | +4.0% |
| 3M | +18.1% | +3.3% | +14.9% | +12.2% |
| 6M | +38.7% | +9.7% | +29.0% | +19.0% |
| YTD | -20.7% | +12.6% | -33.3% | -34.9% |
| 1Y | -49.1% | +13.6% | -62.7% | -58.5% |
| All | -13.7% | +56.0% | -69.8% | -53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling