-34.3%
TLT vs DUOL
+9.2%
-43.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.2% |
| 7D | -0.4% | +5.1% | -5.5% | -0.5% |
| 30D | -0.6% | +14.1% | -14.7% | -0.6% |
| 3M | -2.7% | +41.5% | -44.2% | -2.9% |
| 6M | -5.6% | +60.6% | -66.2% | -5.9% |
| YTD | -2.8% | -12.0% | +9.2% | -2.8% |
| 1Y | -1.4% | -43.4% | +41.9% | -1.3% |
| 3Y | -1.6% | +3.7% | -5.3% | -2.5% |
| 5Y | -33.8% | -5.3% | -28.5% | -35.0% |
| All | -34.3% | +9.2% | -43.5% | -36.0% |
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