+30.3%
EMB vs DUOL
-12.4%
+42.7%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.9% | +4.7% | -0.1% |
| 7D | 0.0% | -11.8% | +11.8% | +0.3% |
| 30D | -0.3% | +1.5% | -1.8% | -0.3% |
| 3M | -0.3% | +18.1% | -18.4% | -0.7% |
| 6M | +0.7% | +38.7% | -37.9% | -0.1% |
| YTD | +1.3% | -20.7% | +21.9% | +1.6% |
| 1Y | +4.7% | -49.1% | +53.8% | +6.0% |
| All | +30.3% | -12.4% | +42.7% | +27.6% |
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