+475.9%
SITM vs DUOL
-9.6%
+485.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.6% | +5.6% |
| 7D | +3.9% | -7.0% | +10.8% | +4.6% |
| 30D | -6.6% | +6.7% | -13.3% | -7.6% |
| 3M | -11.9% | +16.0% | -27.9% | -15.0% |
| 6M | +81.1% | +45.4% | +35.7% | +66.9% |
| YTD | +80.0% | -18.1% | +98.1% | +81.9% |
| 1Y | +145.8% | -53.6% | +199.4% | +174.6% |
| 3Y | +475.9% | -11.0% | +486.9% | +428.9% |
| All | +475.9% | -9.6% | +485.5% | +428.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling