+15.7%
SCHG vs DUOL
-43.9%
+59.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.9% | -0.7% |
| 7D | -0.7% | +5.1% | -5.8% | -1.0% |
| 30D | +0.2% | +14.1% | -13.9% | -0.7% |
| 3M | +2.2% | +41.5% | -39.3% | -0.5% |
| 6M | +15.0% | +60.6% | -45.6% | +10.4% |
| YTD | +9.2% | -12.0% | +21.2% | +9.0% |
| 1Y | +15.7% | -43.4% | +59.1% | +19.1% |
| All | +15.7% | -43.9% | +59.6% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling