+165.5%
SITM vs DUOL
-43.9%
+209.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.7% | +9.3% | +5.9% |
| 7D | +9.7% | +5.1% | +4.6% | +11.2% |
| 30D | +12.7% | +14.1% | -1.4% | +17.6% |
| 3M | -13.4% | +41.5% | -54.9% | -7.2% |
| 6M | +59.6% | +60.6% | -1.0% | +73.3% |
| YTD | +73.3% | -12.0% | +85.3% | +66.7% |
| 1Y | +165.5% | -43.4% | +208.9% | +144.7% |
| All | +165.5% | -43.9% | +209.4% | +144.7% |
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 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