+43.2%
TER vs DUOL
-38.2%
+81.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +26.0% | -32.8% | -0.1% |
| 7D | -19.9% | +19.3% | -39.1% | -15.2% |
| 30D | -43.5% | +9.6% | -53.2% | -41.4% |
| 3M | -37.8% | +17.1% | -54.9% | -33.4% |
| 6M | -25.6% | +46.3% | -71.9% | -17.4% |
| YTD | +29.8% | -8.1% | +37.9% | +50.4% |
| 1Y | +43.2% | -38.5% | +81.6% | +75.0% |
| All | +43.2% | -38.2% | +81.4% | +75.0% |
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