+35.9%
EIX vs DUOL
+11.3%
+24.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.2% |
| 7D | -1.5% | +0.3% | -1.7% | -1.5% |
| 30D | +8.1% | +12.4% | -4.2% | +7.7% |
| 3M | -12.1% | +16.9% | -29.1% | -12.6% |
| 6M | -13.4% | +48.5% | -61.9% | -14.3% |
| YTD | +5.6% | -10.3% | +15.9% | +5.7% |
| 1Y | +7.8% | -15.6% | +23.5% | +8.1% |
| 3Y | +9.8% | -25.6% | +35.4% | +9.1% |
| 5Y | +18.8% | +1.5% | +17.3% | +11.9% |
| All | +35.9% | +11.3% | +24.6% | +28.0% |
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