+309.7%
SN vs DUOL
-8.4%
+318.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.9% | +1.6% | -2.6% |
| 7D | -3.4% | -11.8% | +8.4% | -1.5% |
| 30D | -9.1% | +1.5% | -10.6% | -9.6% |
| 3M | +31.8% | +18.1% | +13.6% | +27.0% |
| 6M | +52.0% | +38.7% | +13.4% | +41.5% |
| YTD | +51.3% | -20.7% | +72.0% | +54.3% |
| 1Y | +46.9% | -49.1% | +95.9% | +59.8% |
| 3Y | +394.9% | -11.0% | +406.0% | +358.9% |
| All | +309.7% | -8.4% | +318.0% | +282.8% |
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