+21.3%
EXC vs DUOL
-5.7%
+27.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.2% | +5.9% | +0.6% |
| 7D | +1.2% | -7.8% | +9.0% | +1.1% |
| 30D | -2.7% | +11.8% | -14.6% | -2.5% |
| 3M | -1.0% | +24.1% | -25.1% | -0.4% |
| 6M | -9.3% | +43.6% | -52.9% | -8.4% |
| YTD | +3.6% | -16.6% | +20.2% | +3.7% |
| 1Y | +5.9% | -46.0% | +51.9% | +5.2% |
| 3Y | +21.3% | -6.5% | +27.8% | +22.9% |
| All | +21.3% | -5.7% | +27.0% | +22.9% |
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