+44.4%
SITM vs DUOL
-38.2%
+82.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +26.0% | -35.3% | -1.3% |
| 7D | -19.5% | +19.3% | -38.8% | -13.7% |
| 30D | -43.2% | +9.6% | -52.8% | -40.4% |
| 3M | -30.8% | +17.1% | -47.9% | -24.5% |
| 6M | -28.6% | +46.3% | -74.9% | -18.7% |
| YTD | +14.2% | -8.1% | +22.3% | +6.4% |
| 1Y | +44.4% | -38.5% | +82.8% | +13.0% |
| All | +44.4% | -38.2% | +82.6% | +13.0% |
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