+33.2%
ECL vs DUOL
+1.6%
+31.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.8% |
| 7D | -1.1% | -7.0% | +5.9% | -0.6% |
| 30D | -0.8% | +6.7% | -7.5% | -1.4% |
| 3M | +5.0% | +16.0% | -11.0% | +3.6% |
| 6M | +0.2% | +45.4% | -45.2% | -3.0% |
| YTD | +5.8% | -18.1% | +23.9% | +6.6% |
| 1Y | +1.5% | -53.6% | +55.1% | +6.5% |
| 3Y | +55.0% | -11.0% | +66.0% | +49.6% |
| 5Y | +29.3% | -17.1% | +46.4% | +17.6% |
| All | +33.2% | +1.6% | +31.6% | +21.5% |
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