+226.3%
ET vs DUOL
+3.5%
+222.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.2% | +5.3% | +0.4% |
| 7D | +0.4% | -7.8% | +8.2% | +1.0% |
| 30D | +6.9% | +11.8% | -5.0% | +5.8% |
| 3M | +13.1% | +24.1% | -11.0% | +10.7% |
| 6M | +18.7% | +43.6% | -24.9% | +14.5% |
| YTD | +37.4% | -16.6% | +54.0% | +38.2% |
| 1Y | +34.8% | -46.0% | +80.9% | +39.8% |
| 3Y | +96.8% | -6.5% | +103.3% | +90.0% |
| 5Y | +238.2% | -7.4% | +245.6% | +203.3% |
| All | +226.3% | +3.5% | +222.7% | +191.2% |
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