-40.9%
SE vs DUOL
-43.9%
+2.9%
-60.2%
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% | -0.4% |
| 7D | -6.1% | +5.1% | -11.2% | -7.0% |
| 30D | -2.5% | +14.1% | -16.6% | -5.2% |
| 3M | +21.7% | +41.5% | -19.8% | +13.1% |
| 6M | +27.0% | +60.6% | -33.6% | +15.0% |
| YTD | -12.1% | -12.0% | -0.1% | -14.2% |
| 1Y | -40.9% | -43.4% | +2.4% | -40.6% |
| All | -40.9% | -43.9% | +2.9% | -40.6% |
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