+1.7%
ES vs DUOL
+11.3%
-9.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +4.9% | +0.9% |
| 7D | -1.1% | +0.3% | -1.3% | -1.1% |
| 30D | +8.2% | +12.4% | -4.1% | +7.9% |
| 3M | +0.6% | +16.9% | -16.3% | +0.2% |
| 6M | +6.0% | +48.5% | -42.5% | +5.2% |
| YTD | +9.3% | -10.3% | +19.6% | +9.4% |
| 1Y | +1.1% | -15.6% | +16.8% | +1.3% |
| 3Y | +51.9% | -25.6% | +77.5% | +52.0% |
| 5Y | +6.5% | +1.5% | +4.9% | +2.7% |
| All | +1.7% | +11.3% | -9.6% | -2.6% |
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