+154.5%
M vs DUOL
-16.6%
+171.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -3.8% | +11.9% | +8.5% |
| 7D | +2.5% | +14.0% | -11.5% | +0.7% |
| 30D | +10.1% | +2.9% | +7.2% | +9.2% |
| 3M | -0.9% | +17.8% | -18.8% | -3.4% |
| 6M | +30.2% | +42.8% | -12.7% | +23.9% |
| YTD | +16.3% | -12.1% | +28.4% | +16.5% |
| 1Y | +27.0% | -23.3% | +50.3% | +29.0% |
| 3Y | +154.5% | -24.0% | +178.5% | +170.9% |
| All | +154.5% | -16.6% | +171.1% | +170.9% |
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