+21.2%
UL vs DUOL
-12.4%
+33.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.9% | +3.2% | -1.6% |
| 7D | -3.2% | -11.8% | +8.6% | -3.1% |
| 30D | -0.6% | +1.5% | -2.1% | -0.6% |
| 3M | +9.4% | +18.1% | -8.7% | +9.4% |
| 6M | -4.1% | +38.7% | -42.8% | -4.1% |
| YTD | -2.0% | -20.7% | +18.7% | -1.6% |
| 1Y | -9.0% | -49.1% | +40.1% | -8.4% |
| All | +21.2% | -12.4% | +33.6% | +16.5% |
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