+227.4%
SIMO vs DUOL
-16.6%
+244.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.8% | +9.5% | +5.6% |
| 7D | -8.2% | +14.0% | -22.2% | -7.8% |
| 30D | -34.6% | +2.9% | -37.5% | -34.3% |
| 3M | -32.6% | +17.8% | -50.5% | -32.9% |
| 6M | -31.8% | +42.8% | -74.7% | -34.9% |
| YTD | +87.6% | -12.1% | +99.7% | +92.9% |
| 1Y | +86.7% | -23.3% | +110.0% | +97.0% |
| 3Y | +227.4% | -24.0% | +251.5% | +233.7% |
| All | +227.4% | -16.6% | +244.1% | +233.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling