+101.2%
ET vs DUOL
-8.7%
+109.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.0% | 0.0% |
| 7D | +1.4% | -8.6% | +10.0% | +1.9% |
| 30D | +4.6% | +7.2% | -2.6% | +4.0% |
| 3M | +16.0% | +19.1% | -3.0% | +14.3% |
| 6M | +22.8% | +52.5% | -29.7% | +18.5% |
| YTD | +38.9% | -17.3% | +56.1% | +40.0% |
| 1Y | +34.1% | -49.2% | +83.3% | +39.9% |
| All | +101.2% | -8.7% | +109.8% | +100.6% |
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