-65.3%
EL vs DUOL
+11.7%
-77.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.0% | -3.9% | +0.4% |
| 7D | +1.5% | +3.0% | -1.5% | +1.0% |
| 30D | +10.0% | +18.3% | -8.3% | +6.8% |
| 3M | +28.4% | +14.7% | +13.7% | +24.8% |
| 6M | +37.1% | +57.5% | -20.4% | +26.4% |
| YTD | +7.8% | -5.8% | +13.6% | +6.3% |
| 1Y | +26.0% | -11.4% | +37.4% | +25.1% |
| 3Y | +3.8% | -22.5% | +26.3% | -1.3% |
| All | -65.3% | +11.7% | -77.0% | -72.3% |
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