+11.1%
SMR vs DUOL
+68.8%
-57.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -5.2% | +20.5% | +16.0% |
| 7D | +21.4% | -7.8% | +29.2% | +22.7% |
| 30D | +13.8% | +11.8% | +2.0% | +11.6% |
| 3M | +3.9% | +24.1% | -20.2% | -0.7% |
| 6M | -4.2% | +43.6% | -47.8% | -11.1% |
| YTD | -21.1% | -16.6% | -4.5% | -20.7% |
| 1Y | -67.1% | -46.0% | -21.0% | -64.9% |
| 3Y | +88.9% | -6.5% | +95.3% | +104.7% |
| All | +11.1% | +68.8% | -57.6% | +18.1% |
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