-3.9%
EW vs DUOL
+11.3%
-15.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.3% |
| 7D | +4.9% | +0.3% | +4.7% | +4.9% |
| 30D | +24.1% | +12.4% | +11.7% | +22.5% |
| 3M | +13.7% | +16.9% | -3.2% | +11.6% |
| 6M | +32.7% | +48.5% | -15.8% | +27.2% |
| YTD | +24.1% | -10.3% | +34.4% | +23.6% |
| 1Y | +23.6% | -15.6% | +39.3% | +23.6% |
| 3Y | +64.8% | -25.6% | +90.4% | +59.8% |
| 5Y | -8.8% | +1.5% | -10.3% | -22.8% |
| All | -3.9% | +11.3% | -15.2% | -19.3% |
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 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