+279.4%
EAT vs DUOL
+2.7%
+276.7%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.5% | -0.9% |
| 7D | -6.2% | -8.6% | +2.4% | -4.9% |
| 30D | -3.0% | +7.2% | -10.2% | -4.3% |
| 3M | +45.6% | +19.1% | +26.6% | +40.5% |
| 6M | +53.5% | +52.5% | +1.0% | +41.6% |
| YTD | +49.6% | -17.3% | +66.9% | +51.2% |
| 1Y | +38.9% | -49.2% | +88.1% | +50.3% |
| 3Y | +589.7% | -7.3% | +596.9% | +543.9% |
| 5Y | +318.7% | -16.3% | +334.9% | +235.2% |
| All | +279.4% | +2.7% | +276.7% | +221.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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