+37.3%
IR vs DUOL
-11.2%
+48.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.9% | +2.8% | -1.6% |
| 7D | -1.9% | -11.8% | +9.9% | -0.7% |
| 30D | -15.0% | +1.5% | -16.5% | -15.3% |
| 3M | -0.4% | +18.1% | -18.6% | -2.7% |
| 6M | -15.0% | +38.7% | -53.7% | -18.8% |
| YTD | -7.1% | -20.7% | +13.6% | -5.8% |
| 1Y | -7.5% | -49.1% | +41.5% | -2.3% |
| 3Y | +6.3% | -11.0% | +17.3% | +1.8% |
| 5Y | +37.3% | -18.0% | +55.3% | +20.7% |
| All | +37.3% | -11.2% | +48.5% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling