+20.2%
SGOV vs DUOL
+1.6%
+18.6%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | 0.0% | -7.0% | +7.0% | +0.1% |
| 30D | +0.3% | +6.7% | -6.4% | +0.3% |
| 3M | +0.9% | +16.0% | -15.1% | +0.9% |
| 6M | +1.8% | +45.4% | -43.6% | +1.8% |
| YTD | +2.5% | -18.1% | +20.7% | +2.5% |
| 1Y | +3.8% | -53.6% | +57.3% | +3.8% |
| 3Y | +14.4% | -11.0% | +25.3% | +14.4% |
| 5Y | +20.2% | -17.1% | +37.3% | +20.2% |
| All | +20.2% | +1.6% | +18.6% | +20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling