+65.8%
EMR vs DUOL
-11.2%
+77.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.7% | -0.8% |
| 7D | +0.9% | -11.8% | +12.7% | +1.9% |
| 30D | -5.0% | +1.5% | -6.4% | -5.3% |
| 3M | +5.9% | +18.1% | -12.2% | +3.9% |
| 6M | +7.3% | +38.7% | -31.3% | +3.3% |
| YTD | +14.6% | -20.7% | +35.2% | +15.8% |
| 1Y | +15.6% | -49.1% | +64.7% | +21.0% |
| 3Y | +60.2% | -11.0% | +71.2% | +57.8% |
| 5Y | +65.8% | -18.0% | +83.8% | +52.1% |
| All | +65.8% | -11.2% | +77.0% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling