+64.2%
T vs DUOL
-11.2%
+75.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.9% | +3.1% | -1.7% |
| 7D | -3.1% | -11.8% | +8.7% | -2.9% |
| 30D | +4.6% | +1.5% | +3.1% | +4.5% |
| 3M | +12.2% | +18.1% | -5.9% | +11.9% |
| 6M | -6.5% | +38.7% | -45.1% | -6.9% |
| YTD | +4.9% | -20.7% | +25.6% | +5.3% |
| 1Y | -10.5% | -49.1% | +38.6% | -9.5% |
| 3Y | +104.6% | -11.0% | +115.6% | +101.2% |
| 5Y | +64.2% | -18.0% | +82.2% | +56.8% |
| All | +64.2% | -11.2% | +75.4% | +56.8% |
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