+56.8%
SAP vs DUOL
-10.4%
+67.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.2% | +3.5% | -0.9% |
| 7D | -0.3% | -7.8% | +7.5% | +1.0% |
| 30D | +2.6% | +11.8% | -9.2% | +0.6% |
| 3M | +16.3% | +24.1% | -7.8% | +12.0% |
| 6M | +6.4% | +43.6% | -37.2% | +0.1% |
| YTD | -11.4% | -16.6% | +5.2% | -10.6% |
| 1Y | -20.4% | -46.0% | +25.6% | -15.7% |
| 3Y | +56.5% | -6.5% | +63.0% | +49.2% |
| 5Y | +56.8% | -7.4% | +64.2% | +37.6% |
| All | +56.8% | -10.4% | +67.2% | +37.6% |
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