+87.7%
SCHG vs DUOL
+2.7%
+85.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -1.0% |
| 7D | -2.7% | -8.6% | +5.9% | -1.5% |
| 30D | -2.2% | +7.2% | -9.4% | -3.5% |
| 3M | +6.2% | +19.1% | -12.9% | +2.6% |
| 6M | +13.4% | +52.5% | -39.1% | +4.9% |
| YTD | +7.1% | -17.3% | +24.4% | +8.3% |
| 1Y | +12.5% | -49.2% | +61.8% | +21.2% |
| 3Y | +86.2% | -7.3% | +93.4% | +73.0% |
| 5Y | +83.9% | -16.3% | +100.2% | +52.8% |
| All | +87.7% | +2.7% | +85.1% | +54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling