-73.3%
U vs DUOL
+11.7%
-85.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.0% | +0.2% | +2.9% |
| 7D | +2.6% | +3.0% | -0.5% | +0.9% |
| 30D | +27.6% | +18.3% | +9.3% | +15.6% |
| 3M | +15.3% | +14.7% | +0.6% | +4.3% |
| 6M | +96.4% | +57.5% | +38.9% | +47.3% |
| YTD | +19.6% | -5.8% | +25.4% | +15.6% |
| 1Y | +42.1% | -11.4% | +53.5% | +41.1% |
| 3Y | +87.5% | -22.5% | +110.0% | +59.1% |
| All | -73.3% | +11.7% | -85.0% | -87.2% |
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