+226.9%
ET vs DUOL
+1.6%
+225.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | +0.2% | -7.0% | +7.2% | +0.8% |
| 30D | +2.9% | +6.7% | -3.9% | +2.2% |
| 3M | +16.8% | +16.0% | +0.8% | +14.9% |
| 6M | +18.9% | +45.4% | -26.5% | +14.5% |
| YTD | +37.7% | -18.1% | +55.8% | +38.7% |
| 1Y | +32.4% | -53.6% | +86.0% | +39.2% |
| 3Y | +99.5% | -11.0% | +110.5% | +93.3% |
| 5Y | +244.0% | -17.1% | +261.1% | +209.3% |
| All | +226.9% | +1.6% | +225.3% | +192.1% |
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