+42.1%
RF vs DUOL
+4.3%
+37.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.5% | -0.5% |
| 7D | -0.9% | +21.9% | -22.8% | -2.8% |
| 30D | +6.0% | +5.7% | +0.3% | +5.2% |
| 3M | -8.9% | +30.9% | -39.8% | -11.5% |
| 6M | +2.3% | +52.8% | -50.4% | -2.4% |
| YTD | +7.6% | -8.6% | +16.1% | +7.0% |
| 1Y | +21.2% | -17.2% | +38.4% | +21.4% |
| 3Y | +108.5% | +2.0% | +106.6% | +98.9% |
| All | +42.1% | +4.3% | +37.8% | +30.4% |
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