+9.5%
S vs DUOL
-43.9%
+53.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +1.0% |
| 7D | -7.7% | +5.1% | -12.8% | -8.9% |
| 30D | -5.3% | +14.1% | -19.5% | -8.7% |
| 3M | +20.3% | +41.5% | -21.2% | +10.0% |
| 6M | +47.4% | +60.6% | -13.2% | +30.4% |
| YTD | +32.5% | -12.0% | +44.5% | +27.0% |
| 1Y | +9.5% | -43.4% | +52.9% | +13.2% |
| All | +9.5% | -43.9% | +53.4% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling