+80.7%
SAP vs DUOL
+11.7%
+69.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.0% | -4.7% | -0.4% |
| 7D | +0.6% | +3.0% | -2.4% | +0.1% |
| 30D | +6.5% | +18.3% | -11.8% | +3.0% |
| 3M | +12.2% | +14.7% | -2.5% | +8.7% |
| 6M | +46.1% | +57.5% | -11.4% | +34.1% |
| YTD | -1.6% | -5.8% | +4.2% | -3.3% |
| 1Y | -5.1% | -11.4% | +6.3% | -6.1% |
| 3Y | +68.4% | -22.5% | +90.9% | +62.7% |
| All | +80.7% | +11.7% | +69.0% | +52.2% |
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