+49.6%
ECL vs DUOL
+16.9%
+32.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.0% | -3.4% | +1.2% |
| 7D | +2.9% | +3.0% | -0.2% | +2.6% |
| 30D | +7.5% | +18.3% | -10.8% | +6.0% |
| 3M | +12.2% | +14.7% | -2.5% | +10.7% |
| 6M | +24.6% | +57.5% | -32.9% | +19.7% |
| YTD | +18.8% | -5.8% | +24.6% | +18.1% |
| 1Y | +19.3% | -11.4% | +30.7% | +19.1% |
| 3Y | +78.2% | -22.5% | +100.7% | +74.6% |
| 5Y | +38.8% | +6.6% | +32.2% | +23.6% |
| All | +49.6% | +16.9% | +32.7% | +34.6% |
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