+15.8%
EW vs DUOL
-7.9%
+23.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.2% | +1.7% | -3.3% |
| 7D | -4.4% | -7.8% | +3.4% | -4.1% |
| 30D | -3.3% | +11.8% | -15.2% | -3.8% |
| 3M | +1.0% | +24.1% | -23.1% | 0.0% |
| 6M | +6.2% | +43.6% | -37.4% | +4.6% |
| YTD | +1.7% | -16.6% | +18.3% | +1.9% |
| 1Y | +8.1% | -46.0% | +54.2% | +9.5% |
| All | +15.8% | -7.9% | +23.7% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling