+303.6%
SIMO vs DUOL
-10.4%
+314.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -5.2% | +11.4% | +6.6% |
| 7D | +14.6% | -7.8% | +22.4% | +15.3% |
| 30D | +6.2% | +11.8% | -5.6% | +4.7% |
| 3M | +3.6% | +24.1% | -20.5% | -0.2% |
| 6M | +130.8% | +43.6% | +87.1% | +116.5% |
| YTD | +195.8% | -16.6% | +212.4% | +197.0% |
| 1Y | +225.0% | -46.0% | +271.0% | +245.1% |
| 3Y | +452.3% | -6.5% | +458.8% | +432.8% |
| 5Y | +303.6% | -7.4% | +311.0% | +261.9% |
| All | +303.6% | -10.4% | +314.0% | +261.9% |
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