+58.4%
NDAQ vs DUOL
+1.6%
+56.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.4% |
| 7D | -5.6% | -7.0% | +1.4% | -4.8% |
| 30D | -4.4% | +6.7% | -11.1% | -5.2% |
| 3M | +5.9% | +16.0% | -10.2% | +3.7% |
| 6M | +7.7% | +45.4% | -37.7% | +2.7% |
| YTD | -5.2% | -18.1% | +13.0% | -4.4% |
| 1Y | -3.4% | -53.6% | +50.2% | +2.5% |
| 3Y | +85.6% | -11.0% | +96.6% | +78.0% |
| 5Y | +49.5% | -17.1% | +66.6% | +33.0% |
| All | +58.4% | +1.6% | +56.8% | +40.1% |
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 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