+61.9%
SE vs DUOL
-24.0%
+85.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +1.5% |
| 7D | -1.5% | +0.3% | -1.7% | -1.6% |
| 30D | -22.3% | +12.4% | -34.7% | -24.4% |
| 3M | -41.8% | +16.9% | -58.8% | -44.2% |
| 6M | -22.4% | +48.5% | -70.9% | -29.4% |
| YTD | -41.6% | -10.3% | -31.3% | -42.3% |
| 1Y | -48.0% | -15.6% | -32.4% | -48.1% |
| All | +61.9% | -24.0% | +85.9% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling