+3.8%
EL vs DUOL
-20.2%
+24.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.0% | -3.9% | +0.5% |
| 7D | +1.5% | +3.0% | -1.5% | +1.1% |
| 30D | +10.0% | +18.3% | -8.3% | +7.2% |
| 3M | +28.4% | +14.7% | +13.7% | +25.3% |
| 6M | +37.1% | +57.5% | -20.4% | +28.3% |
| YTD | +7.8% | -5.8% | +13.6% | +6.2% |
| 1Y | +26.0% | -11.4% | +37.4% | +24.8% |
| 3Y | +3.8% | -22.5% | +26.3% | +4.1% |
| All | +3.8% | -20.2% | +24.0% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling