-11.0%
DUOL vs SNY
-9.6%
-1.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -7.0% | -3.3% | -3.7% | -6.8% |
| 30D | +6.7% | -2.2% | +8.9% | +6.9% |
| 3M | +16.0% | -3.0% | +19.1% | +16.3% |
| 6M | +45.4% | +2.7% | +42.7% | +45.4% |
| YTD | -18.1% | -6.8% | -11.3% | -17.9% |
| 1Y | -53.6% | -5.3% | -48.3% | -53.5% |
| 3Y | -11.0% | -9.8% | -1.2% | -10.6% |
| All | -11.0% | -9.6% | -1.4% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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