+94.7%
SLV vs DUOL
+11.3%
+83.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | -3.1% |
| 7D | -3.9% | +0.3% | -4.1% | -3.9% |
| 30D | -15.6% | +12.4% | -28.0% | -16.1% |
| 3M | -23.6% | +16.9% | -40.5% | -24.2% |
| 6M | -42.6% | +48.5% | -91.1% | -43.6% |
| YTD | -30.0% | -10.3% | -19.7% | -29.9% |
| 1Y | -6.6% | -15.6% | +9.0% | -6.3% |
| 3Y | +121.8% | -25.6% | +147.4% | +119.2% |
| 5Y | +92.7% | +1.5% | +91.1% | +79.2% |
| All | +94.7% | +11.3% | +83.4% | +78.9% |
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