+327.2%
SMH vs DUOL
-17.6%
+344.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.6% |
| 7D | +0.3% | -7.0% | +7.2% | +1.4% |
| 30D | -2.8% | +6.7% | -9.5% | -4.4% |
| 3M | -6.7% | +16.0% | -22.7% | -10.7% |
| 6M | +41.8% | +45.4% | -3.6% | +28.5% |
| YTD | +57.9% | -18.1% | +76.0% | +59.7% |
| 1Y | +87.6% | -53.6% | +141.2% | +110.7% |
| 3Y | +282.9% | -11.0% | +293.9% | +254.2% |
| All | +327.2% | -17.6% | +344.8% | +235.6% |
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 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