+48.6%
SGI vs DUOL
-8.7%
+57.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.3% | -7.4% | -3.5% |
| 7D | -4.9% | -8.6% | +3.7% | -4.2% |
| 30D | +1.6% | +7.2% | -5.6% | +0.9% |
| 3M | -3.2% | +19.1% | -22.2% | -4.8% |
| 6M | -16.0% | +52.5% | -68.6% | -19.7% |
| YTD | -25.4% | -17.3% | -8.1% | -24.5% |
| 1Y | -21.6% | -49.2% | +27.6% | -17.5% |
| All | +48.6% | -8.7% | +57.3% | +31.7% |
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 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