+48.5%
DUOL vs SBAC
-13.0%
+61.5%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.6% |
| 7D | +0.3% | -2.7% | +3.0% | +1.4% |
| 30D | +12.4% | +3.3% | +9.1% | +11.5% |
| 3M | +16.9% | +3.3% | +13.6% | +16.4% |
| 6M | +48.5% | -10.9% | +59.4% | +47.1% |
| All | +48.5% | -13.0% | +61.5% | +47.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling