+87.5%
U vs DUOL
-20.2%
+107.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.0% | +0.2% | +3.6% |
| 7D | +2.6% | +3.0% | -0.5% | +1.4% |
| 30D | +27.6% | +18.3% | +9.3% | +19.4% |
| 3M | +15.3% | +14.7% | +0.6% | +7.9% |
| 6M | +96.4% | +57.5% | +38.9% | +60.6% |
| YTD | +19.6% | -5.8% | +25.4% | +16.4% |
| 1Y | +42.1% | -11.4% | +53.5% | +40.9% |
| 3Y | +87.5% | -22.5% | +110.0% | +81.3% |
| All | +87.5% | -20.2% | +107.7% | +81.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling