+47.9%
EXPE vs DUOL
+3.2%
+44.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +1.4% |
| 7D | -4.2% | +0.3% | -4.4% | -4.3% |
| 30D | -4.5% | +12.4% | -16.9% | -7.2% |
| 3M | -19.7% | +16.9% | -36.6% | -23.0% |
| 6M | +18.3% | +48.5% | -30.2% | +7.3% |
| YTD | -7.3% | -10.3% | +3.0% | -7.8% |
| 1Y | -3.9% | -15.6% | +11.7% | -3.5% |
| 3Y | +123.0% | -25.6% | +148.6% | +112.6% |
| 5Y | +47.9% | +1.5% | +46.4% | +14.2% |
| All | +47.9% | +3.2% | +44.7% | +14.2% |
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