+37.6%
SAP vs DUOL
+52.2%
-14.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.8% | -4.6% | -0.9% |
| 7D | -2.5% | +1.8% | -4.2% | -2.9% |
| 30D | +7.5% | +11.1% | -3.6% | +4.4% |
| 3M | +11.6% | +21.2% | -9.5% | +4.4% |
| 6M | +37.6% | +56.1% | -18.5% | +14.3% |
| All | +37.6% | +52.2% | -14.6% | +14.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling