-5.5%
ETN vs DUOL
-38.2%
+32.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +26.0% | -35.9% | -5.9% |
| 7D | -10.1% | +19.3% | -29.4% | -6.7% |
| 30D | -18.4% | +9.6% | -28.0% | -15.9% |
| 3M | -20.4% | +17.1% | -37.5% | -17.2% |
| 6M | -16.0% | +46.3% | -62.3% | -11.4% |
| YTD | +11.8% | -8.1% | +19.9% | +19.8% |
| 1Y | -5.5% | -38.5% | +33.0% | +4.8% |
| All | -5.5% | -38.2% | +32.7% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling