+28.2%
M vs DUOL
-10.4%
+38.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.2% | +2.6% | -1.9% |
| 7D | +2.4% | -7.8% | +10.2% | +3.5% |
| 30D | -11.6% | +11.8% | -23.4% | -13.2% |
| 3M | +1.6% | +24.1% | -22.5% | -2.1% |
| 6M | +25.2% | +43.6% | -18.4% | +17.3% |
| YTD | +3.8% | -16.6% | +20.3% | +4.9% |
| 1Y | +36.3% | -46.0% | +82.4% | +45.3% |
| 3Y | +116.3% | -6.5% | +122.8% | +98.9% |
| 5Y | +28.2% | -7.4% | +35.6% | +0.1% |
| All | +28.2% | -10.4% | +38.6% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling