-52.3%
S vs DUOL
+16.1%
-68.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.8% | -3.3% | -0.2% |
| 7D | +1.2% | +1.8% | -0.5% | +0.5% |
| 30D | -7.3% | +11.1% | -18.4% | -12.1% |
| 3M | +5.9% | +21.2% | -15.3% | -3.3% |
| 6M | +45.6% | +56.1% | -10.5% | +19.4% |
| YTD | +58.5% | -6.5% | +65.0% | +54.2% |
| 1Y | +37.6% | -15.8% | +53.4% | +37.9% |
| 3Y | +51.7% | -22.4% | +74.1% | +33.9% |
| 5Y | -67.5% | +8.3% | -75.8% | -80.1% |
| All | -52.3% | +16.1% | -68.3% | -70.3% |
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