-35.8%
TLT vs DUOL
+11.3%
-47.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -1.5% |
| 7D | -2.7% | +0.3% | -3.0% | -2.7% |
| 30D | +2.2% | +12.4% | -10.2% | +2.0% |
| 3M | -1.7% | +16.9% | -18.7% | -1.9% |
| 6M | -4.0% | +48.5% | -52.4% | -4.2% |
| YTD | -4.9% | -10.3% | +5.4% | -5.0% |
| 1Y | -7.4% | -15.6% | +8.2% | -7.4% |
| 3Y | +3.0% | -25.6% | +28.6% | +2.4% |
| 5Y | -35.1% | +1.5% | -36.6% | -36.4% |
| All | -35.8% | +11.3% | -47.1% | -37.4% |
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