-0.1%
ES vs DUOL
-38.2%
+38.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +26.0% | -23.9% | +2.0% |
| 7D | +5.3% | +19.3% | -14.0% | +5.2% |
| 30D | +8.9% | +9.6% | -0.7% | +8.7% |
| 3M | -1.9% | +17.1% | -19.0% | -2.0% |
| 6M | +3.9% | +46.3% | -42.4% | +4.6% |
| YTD | +8.3% | -8.1% | +16.4% | +10.5% |
| 1Y | -0.1% | -38.5% | +38.3% | +5.2% |
| All | -0.1% | -38.2% | +38.1% | +5.2% |
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 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