+70.6%
EXPE vs DUOL
+3.5%
+67.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -5.2% | -2.7% | -6.9% |
| 7D | -9.8% | -7.8% | -2.0% | -8.3% |
| 30D | -11.5% | +11.8% | -23.3% | -13.6% |
| 3M | +21.7% | +24.1% | -2.4% | +16.2% |
| 6M | +10.4% | +43.6% | -33.3% | +2.0% |
| YTD | -2.5% | -16.6% | +14.1% | -1.0% |
| 1Y | +27.3% | -46.0% | +73.4% | +37.0% |
| 3Y | +153.5% | -6.5% | +160.0% | +133.4% |
| 5Y | +91.1% | -7.4% | +98.5% | +53.9% |
| All | +70.6% | +3.5% | +67.0% | +33.7% |
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