+164.3%
EWY vs DUOL
-43.9%
+208.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.7% | +7.3% | +4.4% |
| 7D | +4.8% | +5.1% | -0.3% | +5.1% |
| 30D | +11.7% | +14.1% | -2.5% | +12.7% |
| 3M | -7.4% | +41.5% | -48.9% | -6.9% |
| 6M | +40.6% | +60.6% | -20.1% | +40.2% |
| YTD | +94.3% | -12.0% | +106.3% | +101.1% |
| 1Y | +164.3% | -43.4% | +207.6% | +182.2% |
| All | +164.3% | -43.9% | +208.1% | +182.2% |
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 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