-61.4%
SE vs DUOL
+1.6%
-63.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | -5.2% | -7.0% | +1.8% | -3.0% |
| 30D | -17.1% | +6.7% | -23.8% | -19.6% |
| 3M | +24.0% | +16.0% | +8.0% | +15.7% |
| 6M | +21.0% | +45.4% | -24.4% | +3.1% |
| YTD | -16.7% | -18.1% | +1.4% | -14.0% |
| 1Y | -45.9% | -53.6% | +7.6% | -33.6% |
| 3Y | +177.8% | -11.0% | +188.8% | +117.1% |
| 5Y | -67.4% | -17.1% | -50.2% | -81.3% |
| All | -61.4% | +1.6% | -63.1% | -78.1% |
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