+67.0%
M vs DUOL
+9.2%
+57.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.3% | +2.9% |
| 7D | +4.7% | +5.1% | -0.4% | +4.0% |
| 30D | -9.6% | +14.1% | -23.8% | -11.5% |
| 3M | +0.9% | +41.5% | -40.7% | -4.3% |
| 6M | +22.3% | +60.6% | -38.3% | +13.2% |
| YTD | +6.5% | -12.0% | +18.5% | +6.9% |
| 1Y | +38.8% | -43.4% | +82.1% | +46.5% |
| 3Y | +115.9% | +3.7% | +112.2% | +97.2% |
| 5Y | +28.6% | -5.3% | +33.9% | -0.1% |
| All | +67.0% | +9.2% | +57.8% | +36.9% |
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 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