+222.9%
EWY vs DUOL
-9.6%
+232.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.3% | +3.3% |
| 7D | -0.1% | -7.0% | +6.9% | +0.3% |
| 30D | +7.3% | +6.7% | +0.6% | +6.8% |
| 3M | -5.1% | +16.0% | -21.2% | -6.6% |
| 6M | +42.1% | +45.4% | -3.4% | +36.5% |
| YTD | +94.1% | -18.1% | +112.2% | +96.6% |
| 1Y | +147.8% | -53.6% | +201.4% | +164.8% |
| 3Y | +222.9% | -11.0% | +233.9% | +210.4% |
| All | +222.9% | -9.6% | +232.5% | +210.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling