-8.4%
T vs DUOL
-47.0%
+38.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.7% | +1.7% |
| 7D | -2.4% | -8.6% | +6.2% | -2.6% |
| 30D | +4.3% | +7.2% | -2.9% | +4.5% |
| 3M | +11.6% | +19.1% | -7.5% | +12.2% |
| 6M | -5.6% | +52.5% | -58.1% | -3.6% |
| YTD | +6.6% | -17.3% | +23.8% | +7.1% |
| 1Y | -8.4% | -49.2% | +40.9% | -8.2% |
| All | -8.4% | -47.0% | +38.7% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling