-34.9%
TLT vs DUOL
-11.2%
-23.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | -0.6% |
| 7D | -0.3% | -11.8% | +11.5% | -0.2% |
| 30D | 0.0% | +1.5% | -1.5% | 0.0% |
| 3M | -2.9% | +18.1% | -21.0% | -2.9% |
| 6M | -6.3% | +38.7% | -44.9% | -6.4% |
| YTD | -3.3% | -20.7% | +17.3% | -3.3% |
| 1Y | -4.2% | -49.1% | +44.9% | -4.0% |
| 3Y | -1.7% | -11.0% | +9.4% | -2.5% |
| 5Y | -34.9% | -18.0% | -16.9% | -36.6% |
| All | -34.9% | -11.2% | -23.7% | -36.6% |
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