+47.2%
ECL vs DUOL
+11.3%
+35.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.8% |
| 7D | -0.5% | +0.3% | -0.7% | -0.5% |
| 30D | +6.6% | +12.4% | -5.8% | +5.4% |
| 3M | +9.6% | +16.9% | -7.3% | +7.9% |
| 6M | +21.6% | +48.5% | -26.9% | +17.4% |
| YTD | +16.9% | -10.3% | +27.2% | +16.7% |
| 1Y | +17.9% | -15.6% | +33.5% | +18.1% |
| 3Y | +76.5% | -25.6% | +102.1% | +73.4% |
| 5Y | +36.6% | +1.5% | +35.1% | +22.1% |
| All | +47.2% | +11.3% | +35.9% | +33.0% |
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