+82.6%
SMR vs DUOL
-12.4%
+95.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.9% | +1.6% | -2.3% |
| 7D | +13.1% | -11.8% | +24.9% | +15.9% |
| 30D | +17.8% | +1.5% | +16.3% | +16.8% |
| 3M | +8.1% | +18.1% | -10.0% | +1.9% |
| 6M | -11.1% | +38.7% | -49.8% | -20.4% |
| YTD | -23.7% | -20.7% | -3.1% | -21.9% |
| 1Y | -69.4% | -49.1% | -20.3% | -65.6% |
| All | +82.6% | -12.4% | +95.0% | +177.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling