-84.8%
EOSE vs DUOL
-38.2%
-46.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +26.0% | -13.4% | +9.0% |
| 7D | +9.7% | +19.3% | -9.5% | +6.6% |
| 30D | -34.6% | +9.6% | -44.2% | -36.0% |
| 3M | -50.8% | +17.1% | -67.9% | -52.3% |
| 6M | -66.5% | +46.3% | -112.8% | -68.9% |
| YTD | -81.3% | -8.1% | -73.2% | -80.8% |
| 1Y | -84.8% | -38.5% | -46.4% | -83.3% |
| All | -84.8% | -38.2% | -46.6% | -83.3% |
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