+29.3%
EXC vs DUOL
-23.0%
+52.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.8% | -0.2% |
| 7D | +0.1% | +22.4% | -22.3% | +0.4% |
| 30D | +9.0% | +4.5% | +4.5% | +9.0% |
| 3M | +3.3% | +14.2% | -10.9% | +3.5% |
| 6M | +5.7% | +45.1% | -39.4% | +6.6% |
| YTD | +7.3% | -10.7% | +18.1% | +7.5% |
| 1Y | +2.9% | -18.7% | +21.7% | +3.0% |
| 3Y | +29.3% | -25.9% | +55.2% | +30.8% |
| All | +29.3% | -23.0% | +52.3% | +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 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