-20.4%
ELF vs DUOL
+2.2%
-22.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.8% | +2.8% |
| 7D | +5.4% | +5.1% | +0.3% | +3.9% |
| 30D | +27.0% | +14.1% | +12.8% | +21.8% |
| 3M | +113.2% | +41.5% | +71.7% | +92.2% |
| 6M | +36.6% | +60.6% | -24.0% | +18.5% |
| YTD | +44.2% | -12.0% | +56.2% | +44.6% |
| 1Y | -18.0% | -43.4% | +25.4% | -6.8% |
| All | -20.4% | +2.2% | -22.7% | -27.1% |
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