-68.4%
EL vs DUOL
-11.2%
-57.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.9% | +2.0% | -2.2% |
| 7D | -2.4% | -11.8% | +9.4% | -0.6% |
| 30D | +13.7% | +1.5% | +12.2% | +13.2% |
| 3M | +14.5% | +18.1% | -3.6% | +11.3% |
| 6M | +7.4% | +38.7% | -31.3% | +1.6% |
| YTD | -4.7% | -20.7% | +16.0% | -3.1% |
| 1Y | +12.9% | -49.1% | +62.0% | +21.0% |
| 3Y | -32.2% | -11.0% | -21.2% | -37.0% |
| 5Y | -68.4% | -18.0% | -50.4% | -73.7% |
| All | -68.4% | -11.2% | -57.2% | -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 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