-70.6%
S vs DUOL
-11.2%
-59.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.9% | +4.9% | +1.8% |
| 7D | -1.2% | -11.8% | +10.6% | +3.3% |
| 30D | -12.6% | +1.5% | -14.0% | -13.6% |
| 3M | +27.6% | +18.1% | +9.4% | +17.7% |
| 6M | +35.5% | +38.7% | -3.2% | +16.5% |
| YTD | +29.6% | -20.7% | +50.3% | +35.8% |
| 1Y | +8.1% | -49.1% | +57.2% | +29.7% |
| 3Y | +14.8% | -11.0% | +25.8% | -8.3% |
| 5Y | -70.6% | -18.0% | -52.6% | -80.2% |
| All | -70.6% | -11.2% | -59.4% | -80.2% |
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 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