-16.3%
DUOL vs SPY
+79.8%
-96.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +5.1% |
| 7D | -8.6% | -2.0% | -6.6% | -5.8% |
| 30D | +7.2% | -1.7% | +8.8% | +9.8% |
| 3M | +19.1% | +4.7% | +14.3% | +10.2% |
| 6M | +52.5% | +12.5% | +40.0% | +25.3% |
| YTD | -17.3% | +11.7% | -29.0% | -31.3% |
| 1Y | -49.2% | +17.5% | -66.7% | -60.9% |
| 3Y | -7.3% | +76.6% | -83.8% | -61.5% |
| 5Y | -16.3% | +82.0% | -98.3% | -64.5% |
| All | -16.3% | +79.8% | -96.0% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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