+3.6%
ES vs DUOL
+4.3%
-0.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.2% | -5.1% | -2.9% |
| 7D | +1.9% | +21.9% | -20.0% | +1.4% |
| 30D | +7.1% | +5.7% | +1.3% | +6.8% |
| 3M | -1.9% | +30.9% | -32.8% | -2.5% |
| 6M | +4.4% | +52.8% | -48.4% | +3.3% |
| YTD | +7.3% | -8.6% | +15.9% | +7.4% |
| 1Y | +2.1% | -17.2% | +19.3% | +2.4% |
| 3Y | +41.8% | +2.0% | +39.9% | +40.5% |
| All | +3.6% | +4.3% | -0.6% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling