+452.3%
SIMO vs DUOL
-5.7%
+458.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -5.2% | +11.4% | +6.4% |
| 7D | +14.6% | -7.8% | +22.4% | +15.0% |
| 30D | +6.2% | +11.8% | -5.6% | +5.2% |
| 3M | +3.6% | +24.1% | -20.5% | +0.2% |
| 6M | +130.8% | +43.6% | +87.1% | +116.4% |
| YTD | +195.8% | -16.6% | +212.4% | +201.7% |
| 1Y | +225.0% | -46.0% | +271.0% | +256.0% |
| 3Y | +452.3% | -6.5% | +458.8% | +433.2% |
| All | +452.3% | -5.7% | +458.0% | +433.2% |
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