+341.9%
ELF vs DUOL
+16.9%
+325.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +5.0% | -1.1% | +2.9% |
| 7D | +1.6% | +3.0% | -1.5% | +0.9% |
| 30D | +9.1% | +18.3% | -9.2% | +4.8% |
| 3M | +28.2% | +14.7% | +13.5% | +23.2% |
| 6M | +119.5% | +57.5% | +62.1% | +95.8% |
| YTD | +55.2% | -5.8% | +61.0% | +52.0% |
| 1Y | +58.6% | -11.4% | +70.0% | +56.9% |
| 3Y | +21.3% | -22.5% | +43.8% | +20.4% |
| 5Y | +276.2% | +6.6% | +269.6% | +213.7% |
| All | +341.9% | +16.9% | +325.0% | +269.2% |
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 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