-38.5%
DUOL vs SARO
-7.8%
-30.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.0% | +1.9% | +24.1% | +25.6% |
| 7D | +19.3% | +15.8% | +3.5% | +16.5% |
| 30D | +9.6% | +22.2% | -12.6% | +6.0% |
| 3M | +17.1% | -16.2% | +33.3% | +20.5% |
| 6M | +46.3% | +4.6% | +41.7% | +40.4% |
| YTD | -8.1% | -10.4% | +2.2% | -4.0% |
| 1Y | -38.5% | -6.5% | -31.9% | -37.8% |
| All | -38.5% | -7.8% | -30.7% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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