+8.5%
IR vs DUOL
-5.7%
+14.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.2% | +3.6% | -1.2% |
| 7D | +0.6% | -7.8% | +8.4% | +1.3% |
| 30D | -13.6% | +11.8% | -25.4% | -14.6% |
| 3M | +3.7% | +24.1% | -20.4% | +1.0% |
| 6M | -13.1% | +43.6% | -56.7% | -16.9% |
| YTD | -5.1% | -16.6% | +11.5% | -3.7% |
| 1Y | -6.5% | -46.0% | +39.6% | -0.7% |
| 3Y | +8.5% | -6.5% | +15.0% | +1.1% |
| All | +8.5% | -5.7% | +14.2% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling