-39.1%
TE vs DUOL
+3.5%
-42.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -5.2% | +15.2% | +11.2% |
| 7D | +18.2% | -7.8% | +26.0% | +20.2% |
| 30D | -13.5% | +11.8% | -25.3% | -16.6% |
| 3M | -44.6% | +24.1% | -68.7% | -49.0% |
| 6M | -24.7% | +43.6% | -68.3% | -35.1% |
| YTD | -24.3% | -16.6% | -7.7% | -23.8% |
| 1Y | +155.6% | -46.0% | +201.6% | +188.1% |
| 3Y | -18.3% | -6.5% | -11.8% | -27.0% |
| 5Y | -41.3% | -7.4% | -33.9% | -58.5% |
| All | -39.1% | +3.5% | -42.6% | -58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling