-18.3%
EW vs DUOL
+9.2%
-27.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.9% | +0.4% |
| 7D | -0.3% | +5.1% | -5.4% | -0.8% |
| 30D | +1.0% | +14.1% | -13.1% | -0.2% |
| 3M | +2.8% | +41.5% | -38.7% | -0.6% |
| 6M | +5.5% | +60.6% | -55.1% | +0.7% |
| YTD | +5.5% | -12.0% | +17.4% | +5.6% |
| 1Y | +11.0% | -43.4% | +54.4% | +14.6% |
| 3Y | +17.7% | +3.7% | +14.0% | +9.3% |
| 5Y | -25.7% | -5.3% | -20.5% | -36.2% |
| All | -18.3% | +9.2% | -27.6% | -31.0% |
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