+402.7%
SIMO vs DUOL
-1.5%
+404.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.9% | +7.0% | +2.5% |
| 7D | +14.5% | -11.8% | +26.3% | +15.6% |
| 30D | +20.4% | +1.5% | +18.9% | +19.8% |
| 3M | +7.1% | +18.1% | -11.0% | +3.5% |
| 6M | +129.2% | +38.7% | +90.6% | +115.2% |
| YTD | +201.9% | -20.7% | +222.6% | +204.2% |
| 1Y | +235.5% | -49.1% | +284.6% | +258.0% |
| 3Y | +463.8% | -11.0% | +474.9% | +444.7% |
| 5Y | +306.7% | -18.0% | +324.7% | +275.8% |
| All | +402.7% | -1.5% | +404.2% | +351.3% |
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