-2.1%
EME vs DUOL
-38.2%
+36.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +26.0% | -35.6% | -6.3% |
| 7D | -5.8% | +19.3% | -25.1% | -2.7% |
| 30D | -17.9% | +9.6% | -27.5% | -15.7% |
| 3M | -22.0% | +17.1% | -39.1% | -19.3% |
| 6M | -29.7% | +46.3% | -76.0% | -27.2% |
| YTD | +4.7% | -8.1% | +12.8% | +13.1% |
| 1Y | -2.1% | -38.5% | +36.3% | +10.0% |
| All | -2.1% | -38.2% | +36.1% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling