-5.9%
SAP vs DUOL
-38.2%
+32.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +26.0% | -21.8% | -1.7% |
| 7D | +1.3% | +19.3% | -18.0% | -3.2% |
| 30D | +15.5% | +9.6% | +5.9% | +12.4% |
| 3M | +22.8% | +17.1% | +5.7% | +16.4% |
| 6M | +42.5% | +46.3% | -3.8% | +27.4% |
| YTD | +0.5% | -8.1% | +8.6% | -5.4% |
| 1Y | -5.9% | -38.5% | +32.5% | -8.0% |
| All | -5.9% | -38.2% | +32.3% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling