-5.9%
TLT vs DUOL
-47.0%
+41.2%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.4% | -1.1% |
| 7D | -1.6% | -8.6% | +7.0% | -1.6% |
| 30D | -1.3% | +7.2% | -8.5% | -1.3% |
| 3M | -3.7% | +19.1% | -22.8% | -3.6% |
| 6M | -6.4% | +52.5% | -58.9% | -5.9% |
| YTD | -4.5% | -17.3% | +12.8% | -4.7% |
| 1Y | -5.9% | -49.2% | +43.4% | -7.2% |
| All | -5.9% | -47.0% | +41.2% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling