-27.0%
ETHA vs DUOL
-18.8%
-8.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.3% | +3.5% |
| 7D | +3.5% | -7.0% | +10.4% | +5.1% |
| 30D | +35.3% | +6.7% | +28.6% | +32.8% |
| 3M | +50.9% | +16.0% | +34.9% | +43.8% |
| 6M | +22.1% | +45.4% | -23.3% | +9.3% |
| YTD | -14.6% | -18.1% | +3.6% | -12.7% |
| 1Y | -42.8% | -53.6% | +10.8% | -33.9% |
| All | -27.0% | -18.8% | -8.2% | -48.5% |
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