+210.6%
ET vs DUOL
+11.7%
+198.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.0% | -5.1% | -0.5% |
| 7D | +2.5% | +3.0% | -0.5% | +2.3% |
| 30D | -2.5% | +18.3% | -20.8% | -4.0% |
| 3M | -4.9% | +14.7% | -19.6% | -6.3% |
| 6M | -0.1% | +57.5% | -57.6% | -4.7% |
| YTD | +26.2% | -5.8% | +32.0% | +25.4% |
| 1Y | +25.2% | -11.4% | +36.5% | +24.9% |
| 3Y | +84.2% | -22.5% | +106.7% | +80.4% |
| All | +210.6% | +11.7% | +198.9% | +174.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling