+83.1%
VUG vs DUOL
+9.2%
+73.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.3% | -0.1% |
| 7D | -0.1% | +5.1% | -5.2% | -0.9% |
| 30D | -0.3% | +14.1% | -14.5% | -2.5% |
| 3M | -0.7% | +41.5% | -42.2% | -6.4% |
| 6M | +14.6% | +60.6% | -46.0% | +5.3% |
| YTD | +9.0% | -12.0% | +21.0% | +9.2% |
| 1Y | +14.9% | -43.4% | +58.2% | +21.6% |
| 3Y | +86.0% | +3.7% | +82.3% | +70.1% |
| 5Y | +76.7% | -5.3% | +82.0% | +45.6% |
| All | +83.1% | +9.2% | +73.9% | +49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling