+5.2%
VUG vs DUOL
-38.2%
+43.4%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +26.0% | -24.4% | +0.3% |
| 7D | -3.0% | +19.3% | -22.3% | -4.0% |
| 30D | -6.4% | +9.6% | -16.1% | -7.0% |
| 3M | -3.2% | +17.1% | -20.3% | -4.3% |
| 6M | +3.1% | +46.3% | -43.2% | 0.0% |
| YTD | +6.3% | -8.1% | +14.4% | +5.9% |
| 1Y | +5.2% | -38.5% | +43.6% | +7.5% |
| All | +5.2% | -38.2% | +43.4% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling