+173.0%
SIMO vs DUOL
+0.2%
+172.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.8% | +9.5% | +5.9% |
| 7D | -8.2% | +14.0% | -22.2% | -9.0% |
| 30D | -34.6% | +2.9% | -37.5% | -34.8% |
| 3M | -32.6% | +17.8% | -50.5% | -34.0% |
| 6M | -31.8% | +42.8% | -74.7% | -35.9% |
| YTD | +87.6% | -12.1% | +99.7% | +87.3% |
| 1Y | +86.7% | -23.3% | +110.0% | +90.1% |
| 3Y | +227.4% | -24.0% | +251.5% | +224.4% |
| 5Y | +173.0% | +5.1% | +167.9% | +169.7% |
| All | +173.0% | +0.2% | +172.8% | +169.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling