+17.7%
DUOL vs SPY
+72.1%
-54.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.4% | +5.5% |
| 7D | +3.0% | +2.6% | +0.5% | -1.0% |
| 30D | +18.3% | -2.0% | +20.3% | +21.8% |
| 3M | +14.7% | -2.8% | +17.5% | +19.4% |
| 6M | +57.5% | +2.1% | +55.3% | +50.6% |
| YTD | -5.8% | +11.5% | -17.3% | -21.7% |
| 1Y | -11.4% | +13.5% | -24.8% | -28.3% |
| 3Y | -22.5% | +77.7% | -100.2% | -68.7% |
| All | +17.7% | +72.1% | -54.4% | -47.8% |
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