+90.5%
SLV vs DUOL
+16.9%
+73.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.0% | -7.2% | -2.4% |
| 7D | -5.8% | +3.0% | -8.9% | -6.0% |
| 30D | -12.1% | +18.3% | -30.4% | -12.8% |
| 3M | -24.1% | +14.7% | -38.8% | -24.7% |
| 6M | -44.4% | +57.5% | -101.9% | -45.5% |
| YTD | -31.5% | -5.8% | -25.7% | -31.5% |
| 1Y | -6.9% | -11.4% | +4.4% | -6.8% |
| 3Y | +116.0% | -22.5% | +138.5% | +113.1% |
| 5Y | +88.4% | +6.6% | +81.8% | +74.9% |
| All | +90.5% | +16.9% | +73.6% | +74.6% |
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 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