+88.3%
ESI vs DUOL
-12.4%
+100.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.7% | -0.8% |
| 7D | +3.9% | -11.8% | +15.7% | +4.9% |
| 30D | -3.8% | +1.5% | -5.3% | -4.1% |
| 3M | -13.1% | +18.1% | -31.3% | -15.3% |
| 6M | +11.3% | +38.7% | -27.3% | +5.8% |
| YTD | +44.1% | -20.7% | +64.8% | +46.9% |
| 1Y | +40.3% | -49.1% | +89.4% | +50.6% |
| All | +88.3% | -12.4% | +100.7% | +81.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling