+43.8%
F vs DUOL
+9.2%
+34.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +1.8% |
| 7D | +5.3% | +5.1% | +0.2% | +4.7% |
| 30D | +4.6% | +14.1% | -9.6% | +2.8% |
| 3M | -3.7% | +41.5% | -45.2% | -7.9% |
| 6M | +16.8% | +60.6% | -43.8% | +9.5% |
| YTD | +15.3% | -12.0% | +27.3% | +15.7% |
| 1Y | +31.0% | -43.4% | +74.4% | +37.3% |
| 3Y | +45.4% | +3.7% | +41.7% | +32.5% |
| 5Y | +54.7% | -5.3% | +59.9% | +23.2% |
| All | +43.8% | +9.2% | +34.6% | +15.3% |
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 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