+209.3%
TER vs DUOL
+2.7%
+206.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.3% | -7.8% | -4.1% |
| 7D | +9.4% | -8.6% | +18.0% | +10.6% |
| 30D | -2.4% | +7.2% | -9.6% | -4.0% |
| 3M | +6.5% | +19.1% | -12.5% | +1.5% |
| 6M | +23.2% | +52.5% | -29.3% | +10.6% |
| YTD | +91.5% | -17.3% | +108.8% | +92.4% |
| 1Y | +214.8% | -49.2% | +264.0% | +244.5% |
| 3Y | +275.3% | -7.3% | +282.6% | +241.1% |
| 5Y | +211.9% | -16.3% | +228.2% | +141.8% |
| All | +209.3% | +2.7% | +206.7% | +137.1% |
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