+105.5%
ON vs DUOL
+1.6%
+103.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.0% | +9.5% | +8.7% |
| 7D | +2.4% | -7.0% | +9.3% | +3.8% |
| 30D | -8.6% | +6.7% | -15.3% | -10.3% |
| 3M | -34.3% | +16.0% | -50.4% | -37.5% |
| 6M | +28.5% | +45.4% | -16.9% | +14.8% |
| YTD | +40.6% | -18.1% | +58.7% | +42.3% |
| 1Y | +55.3% | -53.6% | +108.9% | +77.4% |
| 3Y | -22.2% | -11.0% | -11.2% | -29.7% |
| 5Y | +62.4% | -17.1% | +79.5% | +24.5% |
| All | +105.5% | +1.6% | +103.8% | +56.3% |
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 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