+383.9%
SAN vs DUOL
+1.6%
+382.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.3% |
| 7D | +0.2% | -7.0% | +7.2% | +0.8% |
| 30D | +0.9% | +6.7% | -5.8% | +0.2% |
| 3M | +19.1% | +16.0% | +3.1% | +17.1% |
| 6M | +33.2% | +45.4% | -12.2% | +27.9% |
| YTD | +29.1% | -18.1% | +47.2% | +30.1% |
| 1Y | +50.2% | -53.6% | +103.8% | +58.3% |
| 3Y | +351.0% | -11.0% | +362.0% | +333.5% |
| 5Y | +394.7% | -17.1% | +411.8% | +340.0% |
| All | +383.9% | +1.6% | +382.3% | +344.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 10y: compounded portfolio wealth divided by compounded DUOL 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…
10y analysis · Full analysis span regression · 6 months rolling