+17.2%
O vs DUOL
-15.6%
+32.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -1.0% |
| 7D | -3.5% | -8.6% | +5.1% | -3.2% |
| 30D | -3.3% | +7.2% | -10.5% | -3.6% |
| 3M | -2.8% | +19.1% | -21.9% | -3.6% |
| 6M | -5.8% | +52.5% | -58.3% | -7.4% |
| YTD | +9.4% | -17.3% | +26.7% | +9.9% |
| 1Y | +5.7% | -49.2% | +54.9% | +8.1% |
| 3Y | +27.2% | -7.3% | +34.5% | +22.6% |
| 5Y | +17.2% | -16.3% | +33.5% | +6.2% |
| All | +17.2% | -15.6% | +32.8% | +6.2% |
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