+60.3%
EXPE vs DUOL
+16.9%
+43.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.0% | -6.2% | -2.2% |
| 7D | -0.5% | +3.0% | -3.5% | -1.2% |
| 30D | -6.1% | +18.3% | -24.4% | -9.5% |
| 3M | -21.3% | +14.7% | -36.0% | -24.0% |
| 6M | +19.0% | +57.5% | -38.5% | +7.5% |
| YTD | -8.4% | -5.8% | -2.6% | -9.8% |
| 1Y | -2.8% | -11.4% | +8.6% | -3.4% |
| 3Y | +120.8% | -22.5% | +143.3% | +110.7% |
| 5Y | +46.2% | +6.6% | +39.6% | +16.0% |
| All | +60.3% | +16.9% | +43.4% | +21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling