+23.1%
DUOL vs SPY
+84.0%
-60.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.4% | +5.5% |
| 7D | +3.0% | +2.6% | +0.5% | -0.9% |
| 30D | +18.3% | -2.0% | +20.3% | +21.8% |
| 3M | +14.7% | -2.8% | +17.5% | +19.3% |
| 6M | +57.5% | +2.1% | +55.3% | +50.7% |
| YTD | -5.8% | +11.5% | -17.3% | -21.5% |
| 1Y | -11.4% | +13.5% | -24.8% | -28.1% |
| 3Y | -22.5% | +77.7% | -100.2% | -68.0% |
| 5Y | +6.6% | +72.6% | -66.0% | -53.3% |
| All | +23.1% | +84.0% | -60.9% | -45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling