+150.8%
SLV vs DUOL
+1.6%
+149.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.1% |
| 7D | -2.8% | -7.0% | +4.1% | -2.6% |
| 30D | -1.6% | +6.7% | -8.3% | -1.9% |
| 3M | -4.4% | +16.0% | -20.5% | -5.1% |
| 6M | -25.4% | +45.4% | -70.8% | -26.7% |
| YTD | -9.8% | -18.1% | +8.4% | -9.2% |
| 1Y | +53.8% | -53.6% | +107.4% | +58.7% |
| 3Y | +174.7% | -11.0% | +185.6% | +168.0% |
| 5Y | +164.3% | -17.1% | +181.4% | +149.0% |
| All | +150.8% | +1.6% | +149.2% | +131.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling