+220.0%
SIMO vs DUOL
-43.9%
+263.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -2.7% | +11.4% | +8.1% |
| 7D | +4.2% | +5.1% | -0.9% | +5.5% |
| 30D | +4.1% | +14.1% | -10.1% | +8.2% |
| 3M | -12.9% | +41.5% | -54.4% | -8.4% |
| 6M | +110.3% | +60.6% | +49.7% | +118.1% |
| YTD | +178.6% | -12.0% | +190.6% | +204.5% |
| 1Y | +220.0% | -43.4% | +263.4% | +275.7% |
| All | +220.0% | -43.9% | +263.9% | +275.7% |
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 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