+343.7%
ELF vs DUOL
+16.1%
+327.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.8% | -4.8% | -1.0% |
| 7D | +4.3% | +1.8% | +2.5% | +3.8% |
| 30D | +7.7% | +11.1% | -3.3% | +4.8% |
| 3M | +24.7% | +21.2% | +3.5% | +18.4% |
| 6M | +114.6% | +56.1% | +58.6% | +91.8% |
| YTD | +55.8% | -6.5% | +62.3% | +52.8% |
| 1Y | +51.9% | -15.8% | +67.7% | +51.8% |
| 3Y | +24.6% | -22.4% | +47.0% | +23.6% |
| 5Y | +279.2% | +8.3% | +270.9% | +216.4% |
| All | +343.7% | +16.1% | +327.6% | +271.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling