+61.8%
IR vs DUOL
+9.2%
+52.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +1.5% |
| 7D | -2.8% | +5.1% | -7.9% | -3.3% |
| 30D | -15.1% | +14.1% | -29.3% | -16.4% |
| 3M | +6.1% | +41.5% | -35.4% | +1.8% |
| 6M | -16.8% | +60.6% | -77.4% | -21.6% |
| YTD | -3.5% | -12.0% | +8.4% | -3.2% |
| 1Y | -3.5% | -43.4% | +39.9% | +0.9% |
| 3Y | +9.5% | +3.7% | +5.8% | +3.3% |
| 5Y | +45.1% | -5.3% | +50.4% | +28.3% |
| All | +61.8% | +9.2% | +52.6% | +41.3% |
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