-64.1%
ETSY vs DUOL
+1.6%
-65.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +1.9% |
| 7D | -4.9% | -7.0% | +2.1% | -3.0% |
| 30D | -8.6% | +6.7% | -15.3% | -10.5% |
| 3M | +4.8% | +16.0% | -11.2% | -0.4% |
| 6M | +38.1% | +45.4% | -7.3% | +22.2% |
| YTD | +31.2% | -18.1% | +49.4% | +35.0% |
| 1Y | +22.1% | -53.6% | +75.7% | +44.4% |
| 3Y | +12.2% | -11.0% | +23.2% | -2.8% |
| 5Y | -66.5% | -17.1% | -49.3% | -76.9% |
| All | -64.1% | +1.6% | -65.8% | -74.9% |
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