+57.6%
ECL vs DUOL
-5.7%
+63.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.2% | +4.8% | -0.2% |
| 7D | -0.8% | -7.8% | +7.0% | -0.4% |
| 30D | -2.5% | +11.8% | -14.3% | -3.1% |
| 3M | +8.3% | +24.1% | -15.8% | +7.0% |
| 6M | -1.1% | +43.6% | -44.7% | -3.2% |
| YTD | +6.5% | -16.6% | +23.1% | +7.5% |
| 1Y | +2.1% | -46.0% | +48.1% | +5.7% |
| 3Y | +57.6% | -6.5% | +64.1% | +52.9% |
| All | +57.6% | -5.7% | +63.3% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling