-13.7%
DUOL vs SBAC
-8.7%
-5.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.8% |
| 7D | -11.8% | +0.2% | -12.0% | -11.8% |
| 30D | +1.5% | +3.9% | -2.4% | +1.2% |
| 3M | +18.1% | -8.2% | +26.3% | +18.8% |
| 6M | +38.7% | -2.8% | +41.5% | +38.3% |
| YTD | -20.7% | -1.5% | -19.1% | -21.1% |
| 1Y | -49.1% | 0.0% | -49.1% | -49.4% |
| All | -13.7% | -8.7% | -5.0% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling