-68.5%
EL vs DUOL
+2.7%
-71.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.3% | -6.6% | -2.9% |
| 7D | -4.4% | -8.6% | +4.2% | -3.2% |
| 30D | +10.3% | +7.2% | +3.1% | +9.0% |
| 3M | +13.4% | +19.1% | -5.7% | +10.1% |
| 6M | +3.1% | +52.5% | -49.4% | -3.6% |
| YTD | -6.9% | -17.3% | +10.4% | -5.9% |
| 1Y | +11.9% | -49.2% | +61.1% | +19.7% |
| 3Y | -33.8% | -7.3% | -26.6% | -38.5% |
| 5Y | -69.0% | -16.3% | -52.7% | -74.1% |
| All | -68.5% | +2.7% | -71.1% | -73.7% |
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 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