-14.4%
SMR vs DUOL
+65.6%
-80.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -1.0% | -14.7% | -15.5% |
| 7D | -11.2% | -7.0% | -4.3% | -10.4% |
| 30D | -10.2% | +6.7% | -16.9% | -11.3% |
| 3M | -10.0% | +16.0% | -26.0% | -13.1% |
| 6M | -30.5% | +45.4% | -75.9% | -35.6% |
| YTD | -39.2% | -18.1% | -21.1% | -38.7% |
| 1Y | -75.5% | -53.6% | -22.0% | -73.5% |
| 3Y | +45.4% | -11.0% | +56.4% | +58.3% |
| All | -14.4% | +65.6% | -80.1% | -8.8% |
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