+55.8%
M vs DUOL
-1.5%
+57.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.9% | +0.7% | -3.5% |
| 7D | -4.1% | -11.8% | +7.7% | -2.5% |
| 30D | -13.6% | +1.5% | -15.1% | -13.9% |
| 3M | -2.3% | +18.1% | -20.4% | -5.0% |
| 6M | +21.9% | +38.7% | -16.7% | +15.2% |
| YTD | -0.6% | -20.7% | +20.1% | +1.2% |
| 1Y | +29.7% | -49.1% | +78.8% | +38.9% |
| 3Y | +107.3% | -11.0% | +118.3% | +93.7% |
| 5Y | +20.5% | -18.0% | +38.5% | -5.8% |
| All | +55.8% | -1.5% | +57.4% | +29.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling