+13.7%
ELV vs DUOL
+3.5%
+10.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.2% | +3.9% | -1.2% |
| 7D | -0.3% | -7.8% | +7.5% | -0.1% |
| 30D | +2.0% | +11.8% | -9.9% | +1.7% |
| 3M | -3.5% | +24.1% | -27.6% | -4.1% |
| 6M | +40.2% | +43.6% | -3.4% | +38.7% |
| YTD | +15.8% | -16.6% | +32.4% | +16.0% |
| 1Y | +33.2% | -46.0% | +79.2% | +34.4% |
| 3Y | -6.2% | -6.5% | +0.2% | -7.6% |
| 5Y | +16.4% | -7.4% | +23.8% | +11.6% |
| All | +13.7% | +3.5% | +10.1% | +8.9% |
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 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