+117.4%
EXE vs DUOL
+1.6%
+115.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -2.0% |
| 7D | -3.1% | -7.0% | +3.8% | -2.6% |
| 30D | -0.9% | +6.7% | -7.6% | -1.5% |
| 3M | +9.6% | +16.0% | -6.5% | +7.8% |
| 6M | -11.6% | +45.4% | -57.0% | -15.0% |
| YTD | -12.6% | -18.1% | +5.6% | -12.0% |
| 1Y | +1.2% | -53.6% | +54.7% | +6.2% |
| 3Y | +18.0% | -11.0% | +29.0% | +14.3% |
| 5Y | +101.1% | -17.1% | +118.2% | +76.3% |
| All | +117.4% | +1.6% | +115.8% | +91.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling