+24.9%
ESI vs DUOL
-38.2%
+63.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +26.0% | -30.6% | -2.0% |
| 7D | -6.6% | +19.3% | -25.8% | -4.4% |
| 30D | -10.9% | +9.6% | -20.6% | -9.4% |
| 3M | -13.8% | +17.1% | -30.9% | -11.7% |
| 6M | -21.5% | +46.3% | -67.8% | -19.6% |
| YTD | +34.7% | -8.1% | +42.8% | +43.7% |
| 1Y | +24.9% | -38.5% | +63.4% | +38.7% |
| All | +24.9% | -38.2% | +63.1% | +38.7% |
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