+160.7%
EWT vs DUOL
+3.5%
+157.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.2% | +4.7% | -0.1% |
| 7D | +1.6% | -7.8% | +9.4% | +2.4% |
| 30D | +8.2% | +11.8% | -3.6% | +6.9% |
| 3M | +11.1% | +24.1% | -13.0% | +7.9% |
| 6M | +60.4% | +43.6% | +16.8% | +52.8% |
| YTD | +75.6% | -16.6% | +92.2% | +76.7% |
| 1Y | +91.3% | -46.0% | +137.4% | +100.4% |
| 3Y | +200.3% | -6.5% | +206.8% | +190.4% |
| 5Y | +156.4% | -7.4% | +163.8% | +133.0% |
| All | +160.7% | +3.5% | +157.1% | +134.7% |
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