+32.9%
PL vs DUOL
+3.2%
+29.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.1% | +1.0% | -1.9% |
| 7D | +22.3% | +0.3% | +22.0% | +22.0% |
| 30D | -8.3% | +12.4% | -20.7% | -12.8% |
| 3M | -43.3% | +16.9% | -60.2% | -47.3% |
| 6M | -65.8% | +48.5% | -114.3% | -71.3% |
| YTD | -29.5% | -10.3% | -19.2% | -31.6% |
| 1Y | +11.7% | -15.6% | +27.4% | +10.4% |
| 3Y | +540.6% | -25.6% | +566.1% | +505.0% |
| 5Y | +32.9% | +1.5% | +31.3% | -2.1% |
| All | +32.9% | +3.2% | +29.7% | -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 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