-35.9%
EFX vs DUOL
-15.6%
-20.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.7% |
| 7D | -11.1% | -8.6% | -2.5% | -9.9% |
| 30D | -7.4% | +7.2% | -14.6% | -8.5% |
| 3M | +1.5% | +19.1% | -17.6% | -1.4% |
| 6M | -13.7% | +52.5% | -66.2% | -19.5% |
| YTD | -21.9% | -17.3% | -4.6% | -20.8% |
| 1Y | -30.8% | -49.2% | +18.4% | -25.7% |
| 3Y | -12.4% | -7.3% | -5.1% | -17.4% |
| 5Y | -35.9% | -16.3% | -19.7% | -46.4% |
| All | -35.9% | -15.6% | -20.3% | -46.4% |
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