+162.1%
EQX vs DUOL
-9.6%
+171.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +1.7% |
| 7D | -3.2% | -7.0% | +3.8% | -3.0% |
| 30D | +7.8% | +6.7% | +1.0% | +7.4% |
| 3M | +21.3% | +16.0% | +5.3% | +20.1% |
| 6M | -22.4% | +45.4% | -67.8% | -24.3% |
| YTD | -11.3% | -18.1% | +6.8% | -10.3% |
| 1Y | +13.5% | -53.6% | +67.1% | +19.3% |
| 3Y | +162.1% | -11.0% | +173.1% | +148.2% |
| All | +162.1% | -9.6% | +171.8% | +148.2% |
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