+7.0%
DUOL vs SNY
+3.2%
+3.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.7% |
| 6M | +45.4% | +2.7% | +42.7% | +44.7% |
| 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% |
| 5Y | -17.1% | +9.7% | -26.8% | -21.4% |
| All | +7.0% | +3.2% | +3.8% | +1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling