-18.0%
DUOL vs SM
+119.2%
-137.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -5.0% |
| 7D | -11.8% | -0.2% | -11.6% | -11.8% |
| 30D | +1.5% | +20.3% | -18.8% | -1.8% |
| 3M | +18.1% | +22.9% | -4.8% | +13.0% |
| 6M | +38.7% | +47.8% | -9.2% | +27.3% |
| YTD | -20.7% | +107.5% | -128.1% | -32.3% |
| 1Y | -49.1% | +51.7% | -100.8% | -53.9% |
| 3Y | -11.0% | -0.9% | -10.2% | -15.6% |
| 5Y | -18.0% | +112.2% | -130.2% | -20.8% |
| All | -18.0% | +119.2% | -137.2% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling