+43.6%
EEM vs DUOL
-15.6%
+59.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.3% | -6.4% | -2.5% |
| 7D | -0.7% | -8.6% | +7.9% | 0.0% |
| 30D | +2.4% | +7.2% | -4.8% | +1.6% |
| 3M | +4.2% | +19.1% | -14.9% | +2.0% |
| 6M | +14.8% | +52.5% | -37.7% | +9.3% |
| YTD | +23.1% | -17.3% | +40.4% | +24.0% |
| 1Y | +32.5% | -49.2% | +81.8% | +39.1% |
| 3Y | +85.9% | -7.3% | +93.1% | +75.7% |
| 5Y | +43.6% | -16.3% | +59.8% | +24.7% |
| All | +43.6% | -15.6% | +59.2% | +24.7% |
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