+145.8%
SITM vs DUOL
-51.5%
+197.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.6% | +5.3% |
| 7D | +3.9% | -7.0% | +10.8% | +2.0% |
| 30D | -6.6% | +6.7% | -13.3% | -4.4% |
| 3M | -11.9% | +16.0% | -27.9% | -7.6% |
| 6M | +81.1% | +45.4% | +35.7% | +93.3% |
| YTD | +80.0% | -18.1% | +98.1% | +67.9% |
| 1Y | +145.8% | -53.6% | +199.4% | +109.1% |
| All | +145.8% | -51.5% | +197.3% | +109.1% |
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