+128.3%
ETR vs DUOL
-19.0%
+147.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.9% | +3.6% | -1.2% |
| 7D | +0.4% | -11.8% | +12.2% | +0.5% |
| 30D | +2.0% | +1.5% | +0.5% | +2.0% |
| 3M | -1.7% | +18.1% | -19.8% | -1.9% |
| 6M | +3.6% | +38.7% | -35.1% | +3.1% |
| YTD | +18.0% | -20.7% | +38.7% | +18.6% |
| 1Y | +26.2% | -49.1% | +75.3% | +27.8% |
| 3Y | +148.0% | -11.0% | +159.0% | +150.0% |
| All | +128.3% | -19.0% | +147.3% | +123.0% |
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