-9.5%
DUOL vs SNY
+9.4%
-18.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -7.0% | -3.3% | -3.7% | -6.4% |
| 30D | +6.7% | -2.2% | +8.9% | +7.2% |
| 3M | +16.0% | -3.0% | +19.1% | +16.8% |
| 6M | +45.4% | +2.7% | +42.7% | +44.6% |
| YTD | -18.1% | -6.8% | -11.3% | -17.3% |
| 1Y | -53.6% | -5.3% | -48.3% | -53.4% |
| 3Y | -11.0% | -9.8% | -1.2% | -11.0% |
| All | -9.5% | +9.4% | -18.9% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling