+297.2%
SAN vs DUOL
+11.3%
+285.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | -2.5% |
| 7D | +1.0% | +0.3% | +0.7% | +0.9% |
| 30D | -9.4% | +12.4% | -21.7% | -10.5% |
| 3M | -17.1% | +16.9% | -34.1% | -18.6% |
| 6M | +2.2% | +48.5% | -46.3% | -2.2% |
| YTD | +6.0% | -10.3% | +16.3% | +5.6% |
| 1Y | +12.7% | -15.6% | +28.3% | +12.8% |
| 3Y | +242.1% | -25.6% | +267.7% | +235.4% |
| 5Y | +293.6% | +1.5% | +292.1% | +246.3% |
| All | +297.2% | +11.3% | +285.9% | +260.3% |
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