-29.4%
EW vs DUOL
-11.2%
-18.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | -0.2% |
| 7D | -5.1% | -11.8% | +6.7% | -4.1% |
| 30D | -6.4% | +1.5% | -7.9% | -6.6% |
| 3M | -1.6% | +18.1% | -19.7% | -3.3% |
| 6M | +2.3% | +38.7% | -36.4% | -1.2% |
| YTD | +1.1% | -20.7% | +21.8% | +2.1% |
| 1Y | +8.0% | -49.1% | +57.1% | +12.5% |
| 3Y | +16.3% | -11.0% | +27.4% | +9.4% |
| 5Y | -29.4% | -18.0% | -11.4% | -39.9% |
| All | -29.4% | -11.2% | -18.2% | -39.9% |
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 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