-33.5%
EL vs DUOL
-8.7%
-24.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.3% | -6.6% | -2.8% |
| 7D | -4.4% | -8.6% | +4.2% | -3.4% |
| 30D | +10.3% | +7.2% | +3.1% | +9.3% |
| 3M | +13.4% | +19.1% | -5.7% | +10.8% |
| 6M | +3.1% | +52.5% | -49.4% | -2.1% |
| YTD | -6.9% | -17.3% | +10.4% | -6.4% |
| 1Y | +11.9% | -49.2% | +61.1% | +17.5% |
| All | -33.5% | -8.7% | -24.8% | -34.2% |
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