-64.9%
ETSY vs DUOL
-1.5%
-63.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.6% | -0.9% |
| 7D | -12.9% | -11.8% | -1.1% | -9.8% |
| 30D | -11.5% | +1.5% | -12.9% | -12.0% |
| 3M | +3.5% | +18.1% | -14.6% | -2.1% |
| 6M | +27.6% | +38.7% | -11.0% | +14.5% |
| YTD | +28.4% | -20.7% | +49.1% | +33.3% |
| 1Y | +27.1% | -49.1% | +76.2% | +46.5% |
| 3Y | +6.0% | -11.0% | +17.1% | -8.4% |
| 5Y | -67.1% | -18.0% | -49.2% | -77.1% |
| All | -64.9% | -1.5% | -63.4% | -75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling