+14.2%
ELF vs DUOL
-0.2%
+14.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.6% | +5.2% |
| 7D | +4.0% | +21.9% | -17.9% | -1.5% |
| 30D | +10.6% | +5.7% | +4.8% | +8.3% |
| 3M | +25.8% | +30.9% | -5.1% | +15.8% |
| 6M | +89.1% | +52.8% | +36.3% | +65.1% |
| YTD | +52.7% | -8.6% | +61.3% | +50.3% |
| 1Y | +51.7% | -17.2% | +68.9% | +52.3% |
| 3Y | +14.2% | +2.0% | +12.3% | +17.9% |
| All | +14.2% | -0.2% | +14.5% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling