-36.0%
TLT vs DUOL
+16.9%
-53.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.0% | -5.4% | -0.5% |
| 7D | -3.1% | +3.0% | -6.1% | -3.1% |
| 30D | +1.0% | +18.3% | -17.3% | +0.9% |
| 3M | -2.7% | +14.7% | -17.4% | -2.9% |
| 6M | -4.1% | +57.5% | -61.6% | -4.4% |
| YTD | -5.4% | -5.8% | +0.5% | -5.4% |
| 1Y | -7.0% | -11.4% | +4.4% | -7.1% |
| 3Y | +2.8% | -22.5% | +25.3% | +2.2% |
| 5Y | -35.4% | +6.6% | -42.0% | -36.6% |
| All | -36.0% | +16.9% | -53.0% | -37.7% |
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