+399.8%
P vs DUOL
-1.5%
+401.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.9% | +0.9% | -3.1% |
| 7D | +5.0% | -11.8% | +16.8% | +7.6% |
| 30D | -0.9% | +1.5% | -2.4% | -1.7% |
| 3M | +38.7% | +18.1% | +20.5% | +31.6% |
| 6M | +54.4% | +38.7% | +15.7% | +40.3% |
| YTD | +44.8% | -20.7% | +65.5% | +47.7% |
| 1Y | +22.5% | -49.1% | +71.6% | +35.6% |
| 3Y | +148.2% | -11.0% | +159.3% | +137.1% |
| 5Y | +268.9% | -18.0% | +286.9% | +210.9% |
| All | +399.8% | -1.5% | +401.3% | +326.6% |
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