+142.7%
ETR vs DUOL
+1.6%
+141.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.4% |
| 7D | -1.8% | -7.0% | +5.2% | -1.8% |
| 30D | -1.8% | +6.7% | -8.5% | -1.8% |
| 3M | -3.6% | +16.0% | -19.6% | -3.7% |
| 6M | +2.6% | +45.4% | -42.8% | +2.1% |
| YTD | +16.0% | -18.1% | +34.2% | +16.5% |
| 1Y | +20.1% | -53.6% | +73.7% | +21.8% |
| 3Y | +143.6% | -11.0% | +154.6% | +145.7% |
| 5Y | +124.4% | -17.1% | +141.5% | +121.5% |
| All | +142.7% | +1.6% | +141.1% | +142.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling