+57.0%
ESI vs DUOL
+1.6%
+55.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | -4.6% | -7.0% | +2.3% | -4.1% |
| 30D | -10.5% | +6.7% | -17.2% | -11.3% |
| 3M | -19.8% | +16.0% | -35.8% | -21.6% |
| 6M | +5.8% | +45.4% | -39.6% | +0.5% |
| YTD | +38.3% | -18.1% | +56.4% | +39.5% |
| 1Y | +31.5% | -53.6% | +85.1% | +40.4% |
| 3Y | +80.7% | -11.0% | +91.6% | +74.5% |
| 5Y | +69.4% | -17.1% | +86.6% | +47.5% |
| All | +57.0% | +1.6% | +55.4% | +36.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling