-11.4%
DUOL vs SM
+84.2%
-95.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.1% | +5.0% |
| 7D | +3.0% | +9.4% | -6.3% | +4.6% |
| 30D | +18.3% | -14.4% | +32.7% | +16.4% |
| 3M | +14.7% | +1.6% | +13.2% | +13.8% |
| 6M | +57.5% | +6.3% | +51.1% | +55.1% |
| YTD | -5.8% | +78.8% | -84.6% | +3.5% |
| 1Y | -11.4% | +83.1% | -94.5% | -1.6% |
| All | -11.4% | +84.2% | -95.6% | -1.6% |
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