+7.4%
O vs DUOL
+11.7%
-4.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.0% | -5.8% | -0.9% |
| 7D | -0.4% | +3.0% | -3.4% | -0.5% |
| 30D | +7.1% | +18.3% | -11.2% | +6.2% |
| 3M | -5.2% | +14.7% | -20.0% | -6.0% |
| 6M | -1.8% | +57.5% | -59.2% | -3.9% |
| YTD | +9.1% | -5.8% | +14.9% | +8.9% |
| 1Y | +9.7% | -11.4% | +21.1% | +9.7% |
| 3Y | +39.1% | -22.5% | +61.6% | +35.9% |
| All | +7.4% | +11.7% | -4.4% | -2.3% |
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