+71.4%
ED vs DUOL
+1.6%
+69.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | -0.3% |
| 7D | -0.8% | -7.0% | +6.2% | -0.9% |
| 30D | -0.4% | +6.7% | -7.1% | -0.3% |
| 3M | +0.5% | +16.0% | -15.6% | +0.7% |
| 6M | -3.1% | +45.4% | -48.5% | -2.6% |
| YTD | +9.8% | -18.1% | +28.0% | +10.0% |
| 1Y | +12.6% | -53.6% | +66.1% | +12.4% |
| 3Y | +31.4% | -11.0% | +42.4% | +31.0% |
| 5Y | +69.4% | -17.1% | +86.6% | +67.2% |
| All | +71.4% | +1.6% | +69.7% | +68.3% |
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