+38.8%
ICE vs DUOL
+3.5%
+35.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.2% | +3.1% | -1.7% |
| 7D | -1.2% | -7.8% | +6.6% | -0.5% |
| 30D | +5.0% | +11.8% | -6.9% | +3.9% |
| 3M | +13.9% | +24.1% | -10.2% | +11.6% |
| 6M | -4.4% | +43.6% | -48.0% | -7.6% |
| YTD | -1.9% | -16.6% | +14.7% | -1.5% |
| 1Y | -8.1% | -46.0% | +37.9% | -5.3% |
| 3Y | +42.5% | -6.5% | +49.0% | +36.4% |
| 5Y | +40.6% | -7.4% | +48.1% | +26.7% |
| All | +38.8% | +3.5% | +35.3% | +24.4% |
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