-64.5%
W vs DUOL
+2.7%
-67.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.3% | -6.9% | -4.2% |
| 7D | +0.5% | -8.6% | +9.1% | +3.6% |
| 30D | -5.6% | +7.2% | -12.7% | -9.1% |
| 3M | +41.9% | +19.1% | +22.8% | +30.2% |
| 6M | +30.2% | +52.5% | -22.3% | +6.7% |
| YTD | -2.9% | -17.3% | +14.3% | -0.2% |
| 1Y | +11.6% | -49.2% | +60.8% | +34.2% |
| 3Y | +37.0% | -7.3% | +44.2% | +11.1% |
| 5Y | -62.8% | -16.3% | -46.6% | -77.1% |
| All | -64.5% | +2.7% | -67.1% | -78.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling