+44.2%
EOSE vs DUOL
-9.6%
+53.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | +1.8% | -7.0% | +8.8% | +3.1% |
| 30D | -6.8% | +6.7% | -13.6% | -8.8% |
| 3M | -36.3% | +16.0% | -52.3% | -39.6% |
| 6M | -38.8% | +45.4% | -84.2% | -45.8% |
| YTD | -65.5% | -18.1% | -47.4% | -65.0% |
| 1Y | -45.3% | -53.6% | +8.3% | -36.6% |
| 3Y | +44.2% | -11.0% | +55.1% | +67.1% |
| All | +44.2% | -9.6% | +53.8% | +67.1% |
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