+360.2%
SMH vs DUOL
+3.5%
+356.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.2% | +6.4% | +2.1% |
| 7D | +5.2% | -7.8% | +13.0% | +6.6% |
| 30D | -1.5% | +11.8% | -13.4% | -3.8% |
| 3M | -4.1% | +24.1% | -28.2% | -9.2% |
| 6M | +50.8% | +43.6% | +7.1% | +37.4% |
| YTD | +59.3% | -16.6% | +75.9% | +60.6% |
| 1Y | +94.1% | -46.0% | +140.1% | +110.5% |
| 3Y | +286.7% | -6.5% | +293.2% | +256.4% |
| 5Y | +339.4% | -7.4% | +346.8% | +253.1% |
| All | +360.2% | +3.5% | +356.7% | +269.3% |
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