+63.2%
EWJ vs DUOL
+3.5%
+59.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +4.9% | 0.0% |
| 7D | +2.9% | -7.8% | +10.7% | +3.5% |
| 30D | +1.1% | +11.8% | -10.7% | +0.1% |
| 3M | +7.1% | +24.1% | -17.0% | +4.9% |
| 6M | +16.2% | +43.6% | -27.4% | +12.1% |
| YTD | +22.0% | -16.6% | +38.6% | +22.8% |
| 1Y | +26.2% | -46.0% | +72.2% | +30.9% |
| 3Y | +73.5% | -6.5% | +79.9% | +66.8% |
| 5Y | +52.7% | -7.4% | +60.1% | +39.0% |
| All | +63.2% | +3.5% | +59.6% | +47.1% |
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