+72.7%
ED vs DUOL
+9.2%
+63.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -1.4% |
| 7D | -0.2% | +5.1% | -5.3% | -0.1% |
| 30D | -0.1% | +14.1% | -14.3% | +0.1% |
| 3M | +3.9% | +41.5% | -37.6% | +4.4% |
| 6M | -3.0% | +60.6% | -63.6% | -2.4% |
| YTD | +10.7% | -12.0% | +22.7% | +10.9% |
| 1Y | +13.3% | -43.4% | +56.7% | +13.3% |
| 3Y | +34.5% | +3.7% | +30.8% | +34.1% |
| 5Y | +67.1% | -5.3% | +72.4% | +65.4% |
| All | +72.7% | +9.2% | +63.4% | +69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling