-83.7%
IRE vs DUOL
-50.6%
-33.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -2.7% | +16.7% | +14.5% |
| 7D | +54.8% | +5.1% | +49.7% | +52.9% |
| 30D | +18.4% | +14.1% | +4.2% | +14.0% |
| 3M | -66.7% | +41.5% | -108.2% | -71.5% |
| 6M | -52.3% | +60.6% | -112.9% | -64.7% |
| YTD | -52.3% | -12.0% | -40.3% | -40.5% |
| All | -83.7% | -50.6% | -33.1% | -62.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling