+18.5%
F vs DUOL
+11.3%
+7.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.2% | -2.4% |
| 7D | -3.9% | +0.3% | -4.1% | -3.9% |
| 30D | -0.5% | +12.4% | -12.8% | -2.1% |
| 3M | -12.9% | +16.9% | -29.8% | -15.0% |
| 6M | +1.5% | +48.5% | -47.0% | -4.0% |
| YTD | -5.0% | -10.3% | +5.3% | -5.4% |
| 1Y | -7.3% | -15.6% | +8.3% | -7.1% |
| 3Y | +45.3% | -25.6% | +70.8% | +39.6% |
| 5Y | -15.8% | +1.5% | -17.3% | -32.6% |
| All | +18.5% | +11.3% | +7.2% | -5.7% |
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 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