+139.2%
SLB vs DUOL
-10.4%
+149.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.5% | -0.4% |
| 7D | +0.4% | -7.8% | +8.2% | +1.0% |
| 30D | +13.6% | +11.8% | +1.8% | +12.5% |
| 3M | +1.5% | +24.1% | -22.6% | -0.6% |
| 6M | +23.0% | +43.6% | -20.6% | +18.6% |
| YTD | +51.2% | -16.6% | +67.8% | +52.2% |
| 1Y | +63.5% | -46.0% | +109.5% | +69.5% |
| 3Y | +2.5% | -6.5% | +9.0% | -0.6% |
| 5Y | +139.2% | -7.4% | +146.6% | +115.0% |
| All | +139.2% | -10.4% | +149.6% | +115.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling