+32.3%
F vs DUOL
-1.5%
+33.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.9% | +1.0% | -3.4% |
| 7D | -4.9% | -11.8% | +6.9% | -3.6% |
| 30D | -2.9% | +1.5% | -4.4% | -3.2% |
| 3M | -9.1% | +18.1% | -27.2% | -11.2% |
| 6M | +12.9% | +38.7% | -25.7% | +7.7% |
| YTD | +6.1% | -20.7% | +26.7% | +7.6% |
| 1Y | +22.5% | -49.1% | +71.6% | +29.9% |
| 3Y | +32.1% | -11.0% | +43.1% | +22.7% |
| 5Y | +43.7% | -18.0% | +61.7% | +15.4% |
| All | +32.3% | -1.5% | +33.9% | +7.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling