-55.4%
S vs DUOL
+16.9%
-72.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.0% | -5.4% | -2.2% |
| 7D | +2.0% | +3.0% | -1.1% | +0.7% |
| 30D | -2.7% | +18.3% | -21.0% | -9.9% |
| 3M | -6.9% | +14.7% | -21.6% | -13.3% |
| 6M | +38.1% | +57.5% | -19.4% | +12.8% |
| YTD | +48.0% | -5.8% | +53.8% | +43.6% |
| 1Y | +34.5% | -11.4% | +45.8% | +32.2% |
| 3Y | +38.3% | -22.5% | +60.8% | +22.2% |
| 5Y | -70.9% | +6.6% | -77.5% | -82.2% |
| All | -55.4% | +16.9% | -72.3% | -72.3% |
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