+233.5%
SIMO vs DUOL
+16.1%
+217.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +4.8% | +3.9% | +8.4% |
| 7D | +0.9% | +1.8% | -0.8% | +0.8% |
| 30D | -25.4% | +11.1% | -36.5% | -26.0% |
| 3M | -17.8% | +21.2% | -38.9% | -19.5% |
| 6M | -29.6% | +56.1% | -85.6% | -34.2% |
| YTD | +100.3% | -6.5% | +106.8% | +98.9% |
| 1Y | +100.4% | -15.8% | +116.2% | +101.9% |
| 3Y | +246.1% | -22.4% | +268.5% | +243.1% |
| 5Y | +189.8% | +8.3% | +181.5% | +159.7% |
| All | +233.5% | +16.1% | +217.4% | +195.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling