+45.9%
PL vs DUOL
+9.1%
+36.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | -3.8% | +18.3% | +15.5% |
| 7D | +10.9% | +14.0% | -3.2% | +5.5% |
| 30D | -16.4% | +2.9% | -19.2% | -18.1% |
| 3M | -39.9% | +17.8% | -57.8% | -44.1% |
| 6M | -63.2% | +42.8% | -106.0% | -68.3% |
| YTD | -27.1% | -12.1% | -15.0% | -28.7% |
| 1Y | +12.2% | -23.3% | +35.5% | +14.2% |
| 3Y | +584.3% | -24.0% | +608.3% | +552.7% |
| 5Y | +37.0% | +5.1% | +31.9% | -3.4% |
| All | +45.9% | +9.1% | +36.8% | +3.3% |
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