+62.4%
EWY vs DUOL
-38.2%
+100.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +26.0% | -27.9% | +0.1% |
| 7D | -8.3% | +19.3% | -27.6% | -6.8% |
| 30D | -20.5% | +9.6% | -30.2% | -19.7% |
| 3M | -11.1% | +17.1% | -28.2% | -9.4% |
| 6M | -7.0% | +46.3% | -53.3% | -5.4% |
| YTD | +56.5% | -8.1% | +64.6% | +65.0% |
| 1Y | +62.4% | -38.5% | +100.9% | +77.4% |
| All | +62.4% | -38.2% | +100.6% | +77.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling