+218.2%
TER vs DUOL
-6.6%
+224.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.2% | +9.4% | +5.0% |
| 7D | +11.0% | -7.8% | +18.8% | +12.2% |
| 30D | -1.9% | +11.8% | -13.7% | -4.1% |
| 3M | -0.7% | +24.1% | -24.8% | -6.1% |
| 6M | +36.4% | +43.6% | -7.3% | +23.8% |
| YTD | +92.4% | -16.6% | +109.0% | +93.3% |
| 1Y | +213.5% | -46.0% | +259.6% | +239.5% |
| 3Y | +277.2% | -6.5% | +283.7% | +241.2% |
| All | +218.2% | -6.6% | +224.8% | +140.9% |
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