+382.9%
SAN vs DUOL
+9.2%
+373.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.6% |
| 7D | +1.8% | +5.1% | -3.3% | +1.3% |
| 30D | +2.0% | +14.1% | -12.2% | +0.7% |
| 3M | +19.7% | +41.5% | -21.8% | +15.7% |
| 6M | +30.6% | +60.6% | -30.0% | +24.3% |
| YTD | +28.8% | -12.0% | +40.8% | +29.2% |
| 1Y | +57.8% | -43.4% | +101.1% | +63.2% |
| 3Y | +338.1% | +3.7% | +334.4% | +315.2% |
| 5Y | +384.2% | -5.3% | +389.5% | +330.7% |
| All | +382.9% | +9.2% | +373.7% | +340.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling