+135.5%
KEY vs DUOL
+2.2%
+133.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.5% |
| 7D | +2.2% | +5.1% | -2.9% | +1.7% |
| 30D | -3.0% | +14.1% | -17.2% | -4.5% |
| 3M | +3.3% | +41.5% | -38.2% | -0.8% |
| 6M | +9.2% | +60.6% | -51.4% | +2.8% |
| YTD | +10.6% | -12.0% | +22.6% | +11.2% |
| 1Y | +20.4% | -43.4% | +63.8% | +26.0% |
| All | +135.5% | +2.2% | +133.3% | +129.5% |
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