+190.4%
ETN vs DUOL
-17.6%
+208.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.0% |
| 7D | +3.5% | -7.0% | +10.5% | +4.1% |
| 30D | -7.5% | +6.7% | -14.2% | -8.3% |
| 3M | +8.3% | +16.0% | -7.7% | +6.1% |
| 6M | +20.2% | +45.4% | -25.2% | +14.4% |
| YTD | +34.7% | -18.1% | +52.8% | +35.8% |
| 1Y | +19.4% | -53.6% | +73.0% | +27.5% |
| 3Y | +85.5% | -11.0% | +96.5% | +83.4% |
| All | +190.4% | -17.6% | +208.1% | +167.4% |
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