+67.8%
SAP vs DUOL
-20.7%
+88.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.8% | -4.6% | -0.7% |
| 7D | -2.5% | +1.8% | -4.2% | -2.9% |
| 30D | +7.5% | +11.1% | -3.6% | +4.7% |
| 3M | +11.6% | +21.2% | -9.5% | +6.5% |
| 6M | +37.6% | +56.1% | -18.5% | +24.9% |
| YTD | -2.0% | -6.5% | +4.5% | -4.3% |
| 1Y | -6.4% | -15.8% | +9.4% | -7.4% |
| All | +67.8% | -20.7% | +88.5% | +62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling