+23.1%
DUOL vs SBAC
-38.9%
+62.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.5% | +3.5% | +4.5% |
| 7D | +3.0% | +0.6% | +2.4% | +2.8% |
| 30D | +18.3% | +5.5% | +12.8% | +16.6% |
| 3M | +14.7% | +3.1% | +11.6% | +13.6% |
| 6M | +57.5% | -7.0% | +64.5% | +60.3% |
| YTD | -5.8% | +0.5% | -6.3% | -8.1% |
| 1Y | -11.4% | +0.2% | -11.6% | -13.4% |
| 3Y | -22.5% | -7.4% | -15.2% | -25.1% |
| 5Y | +6.6% | -39.7% | +46.3% | +34.4% |
| All | +23.1% | -38.9% | +62.1% | +54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling