+347.0%
ELF vs DUOL
+9.1%
+337.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.8% | +6.6% | +3.5% |
| 7D | +7.8% | +14.0% | -6.2% | +4.4% |
| 30D | +9.3% | +2.9% | +6.4% | +7.9% |
| 3M | +21.2% | +17.8% | +3.3% | +15.6% |
| 6M | +96.1% | +42.8% | +53.3% | +78.5% |
| YTD | +57.0% | -12.1% | +69.1% | +55.9% |
| 1Y | +61.9% | -23.3% | +85.2% | +64.7% |
| 3Y | +20.0% | -24.0% | +44.0% | +19.8% |
| 5Y | +284.8% | +5.1% | +279.6% | +224.8% |
| All | +347.0% | +9.1% | +337.9% | +278.7% |
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