-73.1%
SMR vs DUOL
-43.9%
-29.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.2% |
| 7D | +4.4% | +5.1% | -0.7% | +3.0% |
| 30D | +3.4% | +14.1% | -10.7% | -0.7% |
| 3M | -19.2% | +41.5% | -60.7% | -29.4% |
| 6M | -22.6% | +60.6% | -83.3% | -37.4% |
| YTD | -31.5% | -12.0% | -19.6% | -28.5% |
| 1Y | -73.1% | -43.4% | -29.7% | -65.4% |
| All | -73.1% | -43.9% | -29.2% | -65.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling