+15.3%
ES vs DUOL
-48.8%
+64.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.4% | -1.5% |
| 7D | 0.0% | -11.8% | +11.8% | 0.0% |
| 30D | -1.0% | +1.5% | -2.5% | -1.0% |
| 3M | +1.5% | +18.1% | -16.7% | +1.6% |
| 6M | -3.5% | +38.7% | -42.1% | -3.5% |
| YTD | +7.0% | -20.7% | +27.6% | +10.0% |
| 1Y | +15.3% | -49.1% | +64.4% | +23.9% |
| All | +15.3% | -48.8% | +64.2% | +23.9% |
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