+176.6%
P vs DUOL
-0.2%
+176.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.4% | +3.1% |
| 7D | -23.8% | +21.9% | -45.7% | -27.4% |
| 30D | -36.6% | +5.7% | -42.4% | -37.8% |
| 3M | +10.9% | +30.9% | -20.0% | +2.6% |
| 6M | +30.0% | +52.8% | -22.8% | +12.8% |
| YTD | +44.4% | -8.6% | +53.0% | +42.9% |
| 1Y | +3.9% | -17.2% | +21.1% | +5.3% |
| 3Y | +176.6% | +2.0% | +174.6% | +132.4% |
| All | +176.6% | -0.2% | +176.8% | +132.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling