+33.8%
UL vs DUOL
+11.7%
+22.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.0% | -3.9% | +0.9% |
| 7D | +1.1% | +3.0% | -1.9% | +1.0% |
| 30D | +4.5% | +18.3% | -13.8% | +3.7% |
| 3M | +6.5% | +14.7% | -8.2% | +5.7% |
| 6M | +18.2% | +57.5% | -39.3% | +16.2% |
| YTD | +4.7% | -5.8% | +10.5% | +4.4% |
| 1Y | +0.8% | -11.4% | +12.2% | +0.7% |
| 3Y | +35.9% | -22.5% | +58.4% | +33.0% |
| All | +33.8% | +11.7% | +22.0% | +23.9% |
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