+363.2%
SITM vs DUOL
-1.5%
+364.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.4% | -0.2% |
| 7D | +3.7% | -11.8% | +15.5% | +7.1% |
| 30D | -14.5% | +1.5% | -16.0% | -15.8% |
| 3M | -10.6% | +18.1% | -28.7% | -18.1% |
| 6M | +65.5% | +38.7% | +26.9% | +42.7% |
| YTD | +67.0% | -20.7% | +87.7% | +68.6% |
| 1Y | +138.6% | -49.1% | +187.7% | +167.6% |
| 3Y | +421.8% | -11.0% | +432.9% | +318.3% |
| 5Y | +172.4% | -18.0% | +190.4% | +82.4% |
| All | +363.2% | -1.5% | +364.7% | +199.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling