+290.7%
ELF vs DUOL
+3.5%
+287.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.2% | +0.3% | -3.8% |
| 7D | -1.2% | -7.8% | +6.6% | +0.5% |
| 30D | +5.9% | +11.8% | -5.9% | +3.1% |
| 3M | +99.5% | +24.1% | +75.4% | +88.9% |
| 6M | +26.5% | +43.6% | -17.1% | +15.8% |
| YTD | +37.2% | -16.6% | +53.8% | +39.0% |
| 1Y | -24.4% | -46.0% | +21.6% | -15.6% |
| 3Y | -23.3% | -6.5% | -16.9% | -25.4% |
| 5Y | +245.2% | -7.4% | +252.6% | +198.8% |
| All | +290.7% | +3.5% | +287.1% | +237.7% |
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