-48.5%
TE vs DUOL
-15.6%
-32.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.3% | -11.0% | -7.7% |
| 7D | +0.9% | -8.6% | +9.5% | +2.7% |
| 30D | -16.3% | +7.2% | -23.4% | -18.4% |
| 3M | -40.8% | +19.1% | -59.8% | -44.9% |
| 6M | -42.6% | +52.5% | -95.1% | -51.4% |
| YTD | -31.4% | -17.3% | -14.1% | -30.9% |
| 1Y | +144.9% | -49.2% | +194.1% | +180.7% |
| 3Y | -26.0% | -7.3% | -18.8% | -33.8% |
| 5Y | -48.5% | -16.3% | -32.2% | -63.6% |
| All | -48.5% | -15.6% | -32.9% | -63.6% |
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