-38.5%
DUOL vs SFM
-35.8%
-2.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.0% | +3.6% | +22.4% | +25.2% |
| 7D | +19.3% | -12.3% | +31.5% | +21.2% |
| 30D | +9.6% | -16.2% | +25.8% | +12.5% |
| 3M | +17.1% | -36.8% | +53.9% | +27.0% |
| 6M | +46.3% | -32.6% | +78.9% | +54.6% |
| YTD | -8.1% | -31.7% | +23.6% | -2.7% |
| 1Y | -38.5% | -35.0% | -3.5% | -32.8% |
| All | -38.5% | -35.8% | -2.6% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling