-7.4%
EW vs DUOL
-5.7%
-1.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.8% | -3.0% | +1.3% |
| 7D | +6.5% | +1.8% | +4.7% | +6.3% |
| 30D | +22.5% | +11.1% | +11.4% | +21.0% |
| 3M | +13.0% | +21.2% | -8.2% | +10.5% |
| 6M | +37.1% | +56.1% | -19.0% | +30.7% |
| YTD | +24.1% | -6.5% | +30.6% | +23.1% |
| 1Y | +24.2% | -15.8% | +40.0% | +24.3% |
| 3Y | +64.8% | -22.4% | +87.2% | +58.8% |
| 5Y | -7.4% | +8.3% | -15.8% | -24.3% |
| All | -7.4% | -5.7% | -1.7% | -24.3% |
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