-43.4%
DUOL vs SM
+36.8%
-80.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.3% | -2.7% |
| 7D | +5.1% | -0.5% | +5.6% | +5.1% |
| 30D | +14.1% | +25.6% | -11.4% | +13.6% |
| 3M | +41.5% | +8.0% | +33.5% | +40.5% |
| 6M | +60.6% | +50.8% | +9.8% | +58.7% |
| YTD | -12.0% | +97.9% | -109.9% | -13.0% |
| 1Y | -43.4% | +33.8% | -77.2% | -39.2% |
| All | -43.4% | +36.8% | -80.1% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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