-38.1%
TECH vs DUOL
+2.7%
-40.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -0.7% |
| 7D | -0.5% | -8.6% | +8.1% | +0.5% |
| 30D | 0.0% | +7.2% | -7.2% | -1.0% |
| 3M | +37.4% | +19.1% | +18.4% | +33.4% |
| 6M | +36.9% | +52.5% | -15.6% | +28.2% |
| YTD | +23.1% | -17.3% | +40.4% | +24.1% |
| 1Y | +42.2% | -49.2% | +91.5% | +51.5% |
| 3Y | +1.9% | -7.3% | +9.2% | -6.6% |
| 5Y | -42.9% | -16.3% | -26.6% | -52.6% |
| All | -38.1% | +2.7% | -40.7% | -50.7% |
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 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