+23.1%
DUOL vs SFM
+108.9%
-85.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.3% | +3.7% | +4.7% |
| 7D | +3.0% | +6.0% | -3.0% | +1.5% |
| 30D | +18.3% | -19.5% | +37.8% | +23.6% |
| 3M | +14.7% | -37.0% | +51.7% | +27.1% |
| 6M | +57.5% | -41.0% | +98.5% | +76.3% |
| YTD | -5.8% | -34.6% | +28.8% | +1.8% |
| 1Y | -11.4% | -36.3% | +24.9% | -3.6% |
| 3Y | -22.5% | +24.5% | -47.0% | -24.7% |
| 5Y | +6.6% | +115.9% | -109.2% | -6.0% |
| All | +23.1% | +108.9% | -85.7% | +9.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling