-0.5%
ES vs DUOL
-1.5%
+1.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.4% | -1.4% |
| 7D | 0.0% | -11.8% | +11.8% | +0.2% |
| 30D | -1.0% | +1.5% | -2.5% | -1.1% |
| 3M | +1.5% | +18.1% | -16.7% | +1.2% |
| 6M | -3.5% | +38.7% | -42.1% | -4.1% |
| YTD | +7.0% | -20.7% | +27.6% | +7.4% |
| 1Y | +15.3% | -49.1% | +64.4% | +16.7% |
| 3Y | +30.2% | -11.0% | +41.2% | +29.7% |
| 5Y | -4.3% | -18.0% | +13.7% | -7.0% |
| All | -0.5% | -1.5% | +1.0% | -4.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling