+253.5%
EME vs DUOL
-9.6%
+263.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.4% |
| 7D | +3.5% | -7.0% | +10.5% | +4.3% |
| 30D | -6.3% | +6.7% | -13.1% | -7.4% |
| 3M | -3.8% | +16.0% | -19.8% | -6.7% |
| 6M | +8.5% | +45.4% | -36.9% | +0.7% |
| YTD | +27.8% | -18.1% | +45.9% | +30.5% |
| 1Y | +22.2% | -53.6% | +75.8% | +37.5% |
| 3Y | +253.5% | -11.0% | +264.4% | +255.1% |
| All | +253.5% | -9.6% | +263.1% | +255.1% |
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