+0.8%
SCHW vs DUOL
-38.2%
+39.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +26.0% | -21.4% | +2.2% |
| 7D | +5.2% | +19.3% | -14.1% | +3.2% |
| 30D | -4.7% | +9.6% | -14.3% | -5.9% |
| 3M | -11.9% | +17.1% | -29.0% | -13.7% |
| 6M | +2.7% | +46.3% | -43.6% | -0.8% |
| YTD | -5.6% | -8.1% | +2.5% | -7.9% |
| 1Y | +0.8% | -38.5% | +39.2% | -0.9% |
| All | +0.8% | -38.2% | +39.0% | -0.9% |
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