+8.1%
DUOL vs SBAC
-41.9%
+50.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.8% | +7.1% | +5.1% |
| 7D | -8.6% | -5.3% | -3.3% | -7.0% |
| 30D | +7.2% | +0.4% | +6.8% | +7.1% |
| 3M | +19.1% | -11.9% | +31.0% | +23.5% |
| 6M | +52.5% | -4.5% | +57.0% | +52.3% |
| YTD | -17.3% | -4.3% | -12.9% | -18.0% |
| 1Y | -49.2% | -3.9% | -45.3% | -49.8% |
| 3Y | -7.3% | -11.0% | +3.8% | -9.9% |
| 5Y | -16.3% | -44.1% | +27.8% | +6.5% |
| All | +8.1% | -41.9% | +50.0% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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