-9.3%
DUOL vs SM
-1.8%
-7.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.6% | -8.8% | -5.8% |
| 7D | -7.8% | -0.2% | -7.6% | -7.8% |
| 30D | +11.8% | +31.5% | -19.7% | +6.5% |
| 3M | +24.1% | +17.3% | +6.8% | +19.6% |
| 6M | +43.6% | +48.5% | -4.9% | +31.0% |
| YTD | -16.6% | +106.3% | -122.8% | -29.8% |
| 1Y | -46.0% | +47.3% | -93.3% | -50.8% |
| All | -9.3% | -1.8% | -7.5% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling