+42.7%
IWM vs DUOL
+9.2%
+33.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.6% |
| 7D | +0.1% | +5.1% | -5.0% | -0.6% |
| 30D | -1.3% | +14.1% | -15.4% | -3.2% |
| 3M | +1.6% | +41.5% | -39.9% | -3.6% |
| 6M | +13.6% | +60.6% | -47.1% | +5.2% |
| YTD | +20.8% | -12.0% | +32.7% | +21.0% |
| 1Y | +26.4% | -43.4% | +69.8% | +33.3% |
| 3Y | +60.7% | +3.7% | +57.0% | +48.5% |
| 5Y | +38.2% | -5.3% | +43.5% | +16.1% |
| All | +42.7% | +9.2% | +33.4% | +19.2% |
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