+65.6%
ESI vs DUOL
+3.5%
+62.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.2% | +5.8% | +1.0% |
| 7D | +5.4% | -7.8% | +13.2% | +6.1% |
| 30D | -4.2% | +11.8% | -16.0% | -5.4% |
| 3M | -9.6% | +24.1% | -33.7% | -12.2% |
| 6M | +18.3% | +43.6% | -25.3% | +12.5% |
| YTD | +45.8% | -16.6% | +62.4% | +46.9% |
| 1Y | +39.2% | -46.0% | +85.2% | +46.1% |
| 3Y | +86.3% | -6.5% | +92.7% | +79.1% |
| 5Y | +76.2% | -7.4% | +83.6% | +53.2% |
| All | +65.6% | +3.5% | +62.1% | +43.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling