+15.0%
DUOL vs SM
+118.8%
-103.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.2% | -2.3% |
| 7D | +5.1% | +0.1% | +5.0% | +5.1% |
| 30D | +14.1% | +26.3% | -12.2% | +9.6% |
| 3M | +41.5% | +8.7% | +32.8% | +38.4% |
| 6M | +60.6% | +51.7% | +8.9% | +47.0% |
| YTD | -12.0% | +99.0% | -111.0% | -24.1% |
| 1Y | -43.4% | +34.6% | -77.9% | -47.5% |
| 3Y | +3.7% | -7.8% | +11.5% | -0.3% |
| 5Y | -5.3% | +104.8% | -110.1% | -10.8% |
| All | +15.0% | +118.8% | -103.7% | +7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling