+71.7%
TER vs DUOL
+11.7%
+59.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +5.0% | -10.4% | -6.0% |
| 7D | +14.4% | +3.0% | +11.3% | +13.8% |
| 30D | -30.6% | +18.3% | -48.9% | -32.6% |
| 3M | -39.2% | +14.7% | -53.9% | -41.3% |
| 6M | -31.3% | +57.5% | -88.7% | -38.8% |
| YTD | +29.1% | -5.8% | +34.9% | +26.2% |
| 1Y | +47.4% | -11.4% | +58.8% | +46.0% |
| 3Y | +191.2% | -22.5% | +213.7% | +173.5% |
| All | +71.7% | +11.7% | +59.9% | +24.5% |
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