-61.3%
U vs DUOL
+2.7%
-64.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.4% | -3.0% |
| 7D | 0.0% | -8.6% | +8.6% | +3.8% |
| 30D | -4.1% | +7.2% | -11.3% | -8.2% |
| 3M | +57.8% | +19.1% | +38.7% | +40.8% |
| 6M | +103.5% | +52.5% | +51.0% | +58.7% |
| YTD | -4.8% | -17.3% | +12.5% | +0.1% |
| 1Y | -2.4% | -49.2% | +46.8% | +24.0% |
| 3Y | +11.7% | -7.3% | +18.9% | -14.4% |
| 5Y | -68.9% | -16.3% | -52.6% | -80.8% |
| All | -61.3% | +2.7% | -64.0% | -77.4% |
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 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