+59.5%
SCHW vs DUOL
-17.6%
+77.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -1.9% | -7.0% | +5.1% | -1.2% |
| 30D | -1.6% | +6.7% | -8.3% | -2.3% |
| 3M | +21.3% | +16.0% | +5.2% | +19.2% |
| 6M | +16.5% | +45.4% | -28.9% | +11.8% |
| YTD | +8.4% | -18.1% | +26.5% | +9.2% |
| 1Y | +15.6% | -53.6% | +69.2% | +21.8% |
| 3Y | +86.8% | -11.0% | +97.8% | +81.2% |
| All | +59.5% | -17.6% | +77.1% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling