+88.3%
EXPE vs DUOL
-11.2%
+99.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | +0.2% |
| 7D | -11.5% | -11.8% | +0.3% | -9.3% |
| 30D | -13.1% | +1.5% | -14.6% | -13.6% |
| 3M | +18.1% | +18.1% | 0.0% | +13.8% |
| 6M | +13.3% | +38.7% | -25.4% | +5.3% |
| YTD | -3.2% | -20.7% | +17.4% | -0.8% |
| 1Y | +26.1% | -49.1% | +75.2% | +37.2% |
| 3Y | +151.7% | -11.0% | +162.7% | +133.8% |
| 5Y | +88.3% | -18.0% | +106.3% | +53.2% |
| All | +88.3% | -11.2% | +99.5% | +53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling