-68.3%
U vs DUOL
-11.2%
-57.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | +1.8% |
| 7D | +4.4% | -11.8% | +16.2% | +10.3% |
| 30D | -1.3% | +1.5% | -2.8% | -3.1% |
| 3M | +49.6% | +18.1% | +31.4% | +33.5% |
| 6M | +100.2% | +38.7% | +61.5% | +62.8% |
| YTD | -3.7% | -20.7% | +17.0% | +3.3% |
| 1Y | -6.5% | -49.1% | +42.6% | +18.7% |
| 3Y | +12.9% | -11.0% | +23.9% | -12.8% |
| 5Y | -68.3% | -18.0% | -50.3% | -80.9% |
| All | -68.3% | -11.2% | -57.1% | -80.9% |
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