+5.9%
EMB vs DUOL
+16.9%
-11.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.0% | -5.2% | -0.4% |
| 7D | -0.9% | +3.0% | -4.0% | -1.0% |
| 30D | +0.4% | +18.3% | -18.0% | -0.3% |
| 3M | -3.1% | +14.7% | -17.8% | -3.7% |
| 6M | -2.1% | +57.5% | -59.5% | -3.8% |
| YTD | -1.1% | -5.8% | +4.7% | -1.4% |
| 1Y | -0.1% | -11.4% | +11.3% | -0.2% |
| 3Y | +29.6% | -22.5% | +52.1% | +27.8% |
| 5Y | +7.2% | +6.6% | +0.6% | +0.7% |
| All | +5.9% | +16.9% | -11.0% | -1.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling