+90.2%
EMR vs DUOL
+11.7%
+78.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.0% | -5.0% | -0.4% |
| 7D | +2.8% | +3.0% | -0.2% | +2.5% |
| 30D | +3.7% | +18.3% | -14.6% | +1.9% |
| 3M | +2.0% | +14.7% | -12.7% | +0.2% |
| 6M | +22.1% | +57.5% | -35.4% | +15.7% |
| YTD | +27.2% | -5.8% | +33.0% | +26.3% |
| 1Y | +32.0% | -11.4% | +43.4% | +31.7% |
| 3Y | +103.3% | -22.5% | +125.8% | +100.5% |
| All | +90.2% | +11.7% | +78.5% | +74.9% |
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