-22.5%
DUOL vs SBAC
-6.5%
-16.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.5% | +3.5% | +4.8% |
| 7D | +3.0% | +0.6% | +2.4% | +3.0% |
| 30D | +18.3% | +5.5% | +12.8% | +17.6% |
| 3M | +14.7% | +3.1% | +11.6% | +14.3% |
| 6M | +57.5% | -7.0% | +64.5% | +57.6% |
| YTD | -5.8% | +0.5% | -6.3% | -6.6% |
| 1Y | -11.4% | +0.2% | -11.6% | -12.1% |
| 3Y | -22.5% | -7.4% | -15.2% | -20.9% |
| All | -22.5% | -6.5% | -16.0% | -20.9% |
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