+81.6%
M vs DUOL
+16.1%
+65.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.8% | -5.7% | -1.6% |
| 7D | -3.3% | +1.8% | -5.1% | -3.6% |
| 30D | +8.1% | +11.1% | -3.0% | +6.1% |
| 3M | +2.2% | +21.2% | -19.0% | -1.2% |
| 6M | +35.1% | +56.1% | -21.0% | +25.5% |
| YTD | +15.8% | -6.5% | +22.3% | +14.6% |
| 1Y | +25.8% | -15.8% | +41.6% | +26.2% |
| 3Y | +156.2% | -22.4% | +178.7% | +146.8% |
| 5Y | -2.4% | +8.3% | -10.7% | -25.1% |
| All | +81.6% | +16.1% | +65.5% | +46.7% |
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