+44.9%
PL vs DUOL
+10.8%
+34.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.1% |
| 7D | +5.6% | +22.4% | -16.8% | -1.3% |
| 30D | -16.9% | +4.5% | -21.4% | -19.0% |
| 3M | -38.2% | +14.2% | -52.4% | -41.9% |
| 6M | -63.4% | +45.1% | -108.5% | -68.6% |
| YTD | -27.6% | -10.7% | -16.9% | -29.5% |
| 1Y | +6.6% | -18.7% | +25.3% | +6.6% |
| 3Y | +557.6% | -25.9% | +583.5% | +532.3% |
| 5Y | +39.5% | +5.8% | +33.7% | -2.1% |
| All | +44.9% | +10.8% | +34.1% | +2.1% |
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