+58.3%
EWZ vs DUOL
+0.2%
+58.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.8% | +5.8% | +2.2% |
| 7D | +1.4% | +14.0% | -12.6% | +0.2% |
| 30D | -25.1% | +2.9% | -28.0% | -25.4% |
| 3M | -7.7% | +17.8% | -25.6% | -9.2% |
| 6M | -15.8% | +42.8% | -58.7% | -18.7% |
| YTD | +3.6% | -12.1% | +15.7% | +3.6% |
| 1Y | +5.5% | -23.3% | +28.8% | +6.5% |
| 3Y | +22.1% | -24.0% | +46.1% | +19.7% |
| 5Y | +58.3% | +5.1% | +53.2% | +47.0% |
| All | +58.3% | +0.2% | +58.1% | +47.0% |
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