+57.5%
DUOL vs SM
+6.0%
+51.5%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.1% | +5.0% |
| 7D | +3.0% | +9.4% | -6.3% | +5.3% |
| 30D | +18.3% | -14.4% | +32.7% | +15.4% |
| 3M | +14.7% | +1.6% | +13.2% | +12.6% |
| 6M | +57.5% | +6.3% | +51.1% | +50.6% |
| All | +57.5% | +6.0% | +51.5% | +50.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling