+21.7%
ELV vs DUOL
-17.6%
+39.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.2% | +2.3% | +5.4% |
| 7D | +2.8% | -7.0% | +9.7% | +3.0% |
| 30D | +4.9% | +6.7% | -1.8% | +4.7% |
| 3M | +4.9% | +16.0% | -11.1% | +4.4% |
| 6M | +45.1% | +45.4% | -0.3% | +43.4% |
| YTD | +20.7% | -18.1% | +38.8% | +20.9% |
| 1Y | +35.0% | -53.6% | +88.6% | +36.8% |
| 3Y | -2.4% | -11.0% | +8.5% | -4.0% |
| All | +21.7% | -17.6% | +39.3% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling