+522.2%
EME vs DUOL
-1.5%
+523.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.9% | +2.4% | -2.0% |
| 7D | +2.7% | -11.8% | +14.5% | +3.8% |
| 30D | -6.8% | +1.5% | -8.3% | -7.1% |
| 3M | -8.8% | +18.1% | -27.0% | -11.1% |
| 6M | +5.0% | +38.7% | -33.7% | +0.2% |
| YTD | +23.5% | -20.7% | +44.2% | +24.9% |
| 1Y | +21.3% | -49.1% | +70.4% | +28.4% |
| 3Y | +241.1% | -11.0% | +252.1% | +241.5% |
| 5Y | +549.2% | -18.0% | +567.1% | +509.8% |
| All | +522.2% | -1.5% | +523.7% | +489.4% |
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