+41.9%
EWZ vs DUOL
-1.5%
+43.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.9% | +3.5% | -1.1% |
| 7D | -0.1% | -11.8% | +11.7% | +0.7% |
| 30D | +8.2% | +1.5% | +6.7% | +8.0% |
| 3M | +13.3% | +18.1% | -4.8% | +11.6% |
| 6M | +3.6% | +38.7% | -35.1% | +0.6% |
| YTD | +21.0% | -20.7% | +41.6% | +22.0% |
| 1Y | +34.7% | -49.1% | +83.7% | +39.6% |
| 3Y | +48.3% | -11.0% | +59.3% | +44.0% |
| 5Y | +60.1% | -18.0% | +78.0% | +48.1% |
| All | +41.9% | -1.5% | +43.5% | +30.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling