+21.1%
PL vs DUOL
+4.3%
+16.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.2% | +8.2% | +9.8% |
| 7D | -6.8% | +21.9% | -28.7% | -13.3% |
| 30D | -29.3% | +5.7% | -35.0% | -31.3% |
| 3M | -44.8% | +30.9% | -75.6% | -50.4% |
| 6M | -68.4% | +52.8% | -121.1% | -73.8% |
| YTD | -36.4% | -8.6% | -27.8% | -38.5% |
| 1Y | +0.7% | -17.2% | +17.9% | +0.4% |
| 3Y | +455.3% | +2.0% | +453.4% | +365.2% |
| All | +21.1% | +4.3% | +16.9% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling