-59.2%
W vs DUOL
+16.9%
-76.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.0% | -4.6% | -1.5% |
| 7D | +0.2% | +3.0% | -2.9% | -1.2% |
| 30D | +6.8% | +18.3% | -11.5% | -0.5% |
| 3M | +10.7% | +14.7% | -4.0% | +2.9% |
| 6M | +86.3% | +57.5% | +28.9% | +50.5% |
| YTD | +11.5% | -5.8% | +17.3% | +7.8% |
| 1Y | +5.1% | -11.4% | +16.5% | +3.8% |
| 3Y | +171.0% | -22.5% | +193.5% | +145.0% |
| 5Y | -56.6% | +6.6% | -63.3% | -74.9% |
| All | -59.2% | +16.9% | -76.1% | -76.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling