+108.5%
TER vs DUOL
+16.9%
+91.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -32.4% |
| 3M | -39.2% | +14.7% | -53.9% | -41.1% |
| 6M | -31.3% | +57.5% | -88.7% | -38.2% |
| YTD | +29.1% | -5.8% | +34.9% | +26.4% |
| 1Y | +47.4% | -11.4% | +58.8% | +46.1% |
| 3Y | +191.2% | -22.5% | +213.7% | +177.1% |
| 5Y | +74.0% | +6.6% | +67.4% | +31.7% |
| All | +108.5% | +16.9% | +91.6% | +55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling