-38.5%
DUOL vs SM
+70.4%
-108.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.0% | -15.3% | +41.3% | +23.4% |
| 7D | +19.3% | -21.5% | +40.8% | +16.6% |
| 30D | +9.6% | -11.4% | +21.0% | +7.3% |
| 3M | +17.1% | +0.6% | +16.5% | +14.9% |
| 6M | +46.3% | +0.2% | +46.1% | +42.5% |
| YTD | -8.1% | +69.7% | -77.8% | -4.8% |
| 1Y | -38.5% | +71.6% | -110.0% | -37.9% |
| All | -38.5% | +70.4% | -108.8% | -37.9% |
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