+104.3%
EXE vs DUOL
+16.9%
+87.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.0% | -4.2% | +0.5% |
| 7D | +5.3% | +3.0% | +2.3% | +5.1% |
| 30D | -2.2% | +18.3% | -20.5% | -3.7% |
| 3M | -5.9% | +14.7% | -20.6% | -7.3% |
| 6M | -5.7% | +57.5% | -63.2% | -10.0% |
| YTD | -17.8% | -5.8% | -12.0% | -18.5% |
| 1Y | -23.1% | -11.4% | -11.7% | -23.4% |
| 3Y | +21.2% | -22.5% | +43.7% | +19.0% |
| 5Y | +78.8% | +6.6% | +72.2% | +54.6% |
| All | +104.3% | +16.9% | +87.4% | +77.5% |
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