-49.1%
DUOL vs SARO
-23.7%
-25.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.4% | +6.6% | +5.0% |
| 7D | -8.6% | -4.0% | -4.6% | -7.3% |
| 30D | +7.2% | -16.1% | +23.3% | +13.6% |
| 3M | +19.1% | -4.5% | +23.6% | +19.2% |
| 6M | +52.5% | -17.0% | +69.6% | +60.7% |
| YTD | -17.3% | -17.5% | +0.3% | -12.3% |
| 1Y | -49.2% | -12.3% | -37.0% | -47.9% |
| All | -49.1% | -23.7% | -25.4% | -48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling