+64.7%
ESI vs DUOL
+9.2%
+55.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.7% | +5.7% | +3.2% |
| 7D | +3.3% | +5.1% | -1.8% | +2.8% |
| 30D | -5.9% | +14.1% | -20.0% | -7.2% |
| 3M | -14.1% | +41.5% | -55.6% | -17.6% |
| 6M | +6.6% | +60.6% | -54.0% | +0.2% |
| YTD | +45.0% | -12.0% | +57.0% | +45.4% |
| 1Y | +41.5% | -43.4% | +84.8% | +47.9% |
| 3Y | +78.8% | +3.7% | +75.0% | +70.3% |
| 5Y | +70.9% | -5.3% | +76.2% | +47.9% |
| All | +64.7% | +9.2% | +55.4% | +42.0% |
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