+68.5%
ED vs DUOL
-6.6%
+75.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.2% | +6.1% | +0.9% |
| 7D | +0.5% | -7.8% | +8.3% | +0.4% |
| 30D | +1.1% | +11.8% | -10.7% | +1.2% |
| 3M | +4.6% | +24.1% | -19.5% | +5.0% |
| 6M | -2.0% | +43.6% | -45.6% | -1.4% |
| YTD | +11.7% | -16.6% | +28.3% | +11.9% |
| 1Y | +15.7% | -46.0% | +61.8% | +15.7% |
| 3Y | +34.4% | -6.5% | +40.8% | +33.8% |
| All | +68.5% | -6.6% | +75.1% | +65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling