-22.5%
DUOL vs VO
+66.5%
-89.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +5.0% |
| 7D | +3.0% | +3.1% | -0.1% | -1.4% |
| 30D | +18.3% | +2.2% | +16.1% | +14.9% |
| 3M | +14.7% | -2.5% | +17.2% | +18.6% |
| 6M | +57.5% | +7.0% | +50.5% | +41.2% |
| YTD | -5.8% | +14.0% | -19.8% | -24.3% |
| 1Y | -11.4% | +15.6% | -27.0% | -30.5% |
| 3Y | -22.5% | +66.2% | -88.7% | -60.9% |
| All | -22.5% | +66.5% | -89.1% | -60.9% |
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