+64.2%
EWJ vs DUOL
+1.6%
+62.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.3% |
| 7D | +0.3% | -7.0% | +7.3% | +0.8% |
| 30D | +0.8% | +6.7% | -5.9% | +0.2% |
| 3M | +7.5% | +16.0% | -8.5% | +5.8% |
| 6M | +15.6% | +45.4% | -29.8% | +11.4% |
| YTD | +22.7% | -18.1% | +40.9% | +23.7% |
| 1Y | +26.4% | -53.6% | +80.0% | +32.9% |
| 3Y | +72.5% | -11.0% | +83.5% | +66.6% |
| 5Y | +52.4% | -17.1% | +69.6% | +40.1% |
| All | +64.2% | +1.6% | +62.5% | +48.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling