+2.1%
EXC vs DUOL
-19.2%
+21.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | 0.0% |
| 7D | -1.9% | +0.3% | -2.2% | -1.9% |
| 30D | +7.8% | +12.4% | -4.6% | +7.6% |
| 3M | +1.9% | +16.9% | -15.1% | +1.9% |
| 6M | +3.4% | +48.5% | -45.1% | +4.4% |
| YTD | +7.6% | -10.3% | +17.9% | +8.7% |
| 1Y | +2.1% | -15.6% | +17.7% | +3.0% |
| All | +2.1% | -19.2% | +21.3% | +3.0% |
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 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