+23.2%
F vs DUOL
+9.1%
+14.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.5% | +1.1% |
| 7D | -0.6% | +14.0% | -14.7% | -2.3% |
| 30D | +2.9% | +2.9% | 0.0% | +2.2% |
| 3M | -9.5% | +17.8% | -27.3% | -11.7% |
| 6M | +4.0% | +42.8% | -38.8% | -1.2% |
| YTD | -1.3% | -12.1% | +10.8% | -1.4% |
| 1Y | -1.9% | -23.3% | +21.4% | -0.6% |
| 3Y | +53.5% | -24.0% | +77.5% | +47.0% |
| 5Y | -15.1% | +5.1% | -20.3% | -31.9% |
| All | +23.2% | +9.1% | +14.1% | -1.7% |
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