-2.5%
ES vs DUOL
+2.7%
-5.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.3% | -6.3% | -2.1% |
| 7D | -3.5% | -8.6% | +5.1% | -3.4% |
| 30D | -3.0% | +7.2% | -10.2% | -3.1% |
| 3M | -0.3% | +19.1% | -19.3% | -0.6% |
| 6M | -5.2% | +52.5% | -57.7% | -5.9% |
| YTD | +4.8% | -17.3% | +22.1% | +5.1% |
| 1Y | +12.7% | -49.2% | +61.9% | +14.1% |
| 3Y | +27.5% | -7.3% | +34.8% | +26.9% |
| 5Y | -4.7% | -16.3% | +11.6% | -7.5% |
| All | -2.5% | +2.7% | -5.2% | -6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling