-49.7%
DUOL vs SARO
-22.5%
-27.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.7% | -1.6% |
| 7D | -7.0% | -3.1% | -3.9% | -6.0% |
| 30D | +6.7% | -12.2% | +19.0% | +11.3% |
| 3M | +16.0% | -7.4% | +23.4% | +17.8% |
| 6M | +45.4% | -15.3% | +60.7% | +52.0% |
| YTD | -18.1% | -16.2% | -2.0% | -13.7% |
| 1Y | -53.6% | -12.1% | -41.5% | -52.3% |
| All | -49.7% | -22.5% | -27.2% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling