+100.0%
SIMO vs DUOL
-19.2%
+119.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -3.9% |
| 7D | +14.9% | +0.3% | +14.6% | +14.9% |
| 30D | -27.0% | +12.4% | -39.4% | -21.6% |
| 3M | -25.4% | +16.9% | -42.3% | -16.9% |
| 6M | -30.3% | +48.5% | -78.8% | -18.0% |
| YTD | +95.8% | -10.3% | +106.1% | +126.2% |
| 1Y | +100.0% | -15.6% | +115.7% | +136.0% |
| All | +100.0% | -19.2% | +119.3% | +136.0% |
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