+53.8%
IEFA vs DUOL
+2.7%
+51.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -1.2% |
| 7D | -2.4% | -8.6% | +6.2% | -1.8% |
| 30D | -2.1% | +7.2% | -9.3% | -2.7% |
| 3M | +5.5% | +19.1% | -13.5% | +3.7% |
| 6M | +8.1% | +52.5% | -44.4% | +3.8% |
| YTD | +11.9% | -17.3% | +29.2% | +12.7% |
| 1Y | +18.1% | -49.2% | +67.3% | +23.0% |
| 3Y | +65.5% | -7.3% | +72.7% | +58.6% |
| 5Y | +50.1% | -16.3% | +66.3% | +36.2% |
| All | +53.8% | +2.7% | +51.1% | +37.8% |
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