+40.5%
W vs DUOL
-5.7%
+46.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.2% | +5.8% | +2.0% |
| 7D | +6.5% | -7.8% | +14.3% | +8.8% |
| 30D | -6.2% | +11.8% | -18.1% | -9.9% |
| 3M | +48.9% | +24.1% | +24.8% | +38.3% |
| 6M | +31.2% | +43.6% | -12.4% | +15.4% |
| YTD | -0.4% | -16.6% | +16.1% | +1.7% |
| 1Y | +14.8% | -46.0% | +60.9% | +29.6% |
| 3Y | +40.5% | -6.5% | +47.0% | +26.4% |
| All | +40.5% | -5.7% | +46.2% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling