+378.7%
SAN vs DUOL
-11.2%
+389.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.7% | -0.8% |
| 7D | -0.5% | -11.8% | +11.3% | +0.6% |
| 30D | -0.1% | +1.5% | -1.6% | -0.4% |
| 3M | +19.6% | +18.1% | +1.5% | +17.3% |
| 6M | +32.7% | +38.7% | -6.0% | +27.6% |
| YTD | +26.7% | -20.7% | +47.4% | +28.1% |
| 1Y | +51.6% | -49.1% | +100.7% | +58.6% |
| 3Y | +348.7% | -11.0% | +359.8% | +329.1% |
| 5Y | +378.7% | -18.0% | +396.7% | +329.7% |
| All | +378.7% | -11.2% | +389.9% | +329.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling