+11.8%
SCHD vs DUOL
+44.6%
-32.7%
-3.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.5% | -0.4% |
| 7D | -3.1% | -8.6% | +5.5% | -2.9% |
| 30D | -0.8% | +7.2% | -8.0% | -1.0% |
| 3M | +6.2% | +19.1% | -12.9% | +5.8% |
| 6M | +11.8% | +52.5% | -40.7% | +10.7% |
| All | +11.8% | +44.6% | -32.7% | +10.7% |
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