+92.2%
RF vs DUOL
+3.5%
+88.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.2% | +4.1% | -0.8% |
| 7D | +2.7% | -7.8% | +10.5% | +3.3% |
| 30D | -3.4% | +11.8% | -15.2% | -4.3% |
| 3M | +6.4% | +24.1% | -17.7% | +4.2% |
| 6M | +13.4% | +43.6% | -30.2% | +9.5% |
| YTD | +14.2% | -16.6% | +30.8% | +14.8% |
| 1Y | +15.7% | -46.0% | +61.7% | +19.6% |
| 3Y | +91.3% | -6.5% | +97.8% | +86.3% |
| 5Y | +89.8% | -7.4% | +97.2% | +73.6% |
| All | +92.2% | +3.5% | +88.6% | +81.1% |
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