+67.6%
EWZ vs DUOL
-10.4%
+78.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.2% | +7.2% | +2.3% |
| 7D | +5.6% | -7.8% | +13.4% | +6.1% |
| 30D | +9.3% | +11.8% | -2.6% | +8.3% |
| 3M | +15.7% | +24.1% | -8.4% | +13.6% |
| 6M | +7.4% | +43.6% | -36.2% | +4.1% |
| YTD | +22.7% | -16.6% | +39.3% | +23.4% |
| 1Y | +36.4% | -46.0% | +82.4% | +40.9% |
| 3Y | +50.4% | -6.5% | +56.9% | +45.4% |
| 5Y | +67.6% | -7.4% | +75.1% | +52.5% |
| All | +67.6% | -10.4% | +78.0% | +52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling