+72.0%
EXPE vs DUOL
+2.7%
+69.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.7% | +0.8% |
| 7D | -8.7% | -8.6% | -0.1% | -7.0% |
| 30D | -13.6% | +7.2% | -20.8% | -15.0% |
| 3M | +26.6% | +19.1% | +7.6% | +21.8% |
| 6M | +19.9% | +52.5% | -32.6% | +9.5% |
| YTD | -1.7% | -17.3% | +15.6% | 0.0% |
| 1Y | +29.4% | -49.2% | +78.7% | +40.9% |
| 3Y | +155.7% | -7.3% | +162.9% | +135.7% |
| 5Y | +93.1% | -16.3% | +109.4% | +58.5% |
| All | +72.0% | +2.7% | +69.4% | +35.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling