+23.1%
DUOL vs SM
+96.5%
-73.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.1% | +5.0% |
| 7D | +3.0% | +9.4% | -6.3% | +1.8% |
| 30D | +18.3% | -14.4% | +32.7% | +19.9% |
| 3M | +14.7% | +1.6% | +13.2% | +12.6% |
| 6M | +57.5% | +6.3% | +51.1% | +51.9% |
| YTD | -5.8% | +78.8% | -84.6% | -18.6% |
| 1Y | -11.4% | +83.1% | -94.5% | -23.9% |
| 3Y | -22.5% | -5.9% | -16.6% | -26.5% |
| 5Y | +6.6% | +4.8% | +1.8% | -2.7% |
| All | +23.1% | +96.5% | -73.4% | +15.5% |
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