+412.0%
SN vs DUOL
-5.7%
+417.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.2% | +6.2% | +1.8% |
| 7D | +0.1% | -7.8% | +7.9% | +1.3% |
| 30D | -5.6% | +11.8% | -17.4% | -7.6% |
| 3M | +48.1% | +24.1% | +24.0% | +41.7% |
| 6M | +57.6% | +43.6% | +14.0% | +46.3% |
| YTD | +56.5% | -16.6% | +73.1% | +58.3% |
| 1Y | +52.6% | -46.0% | +98.6% | +64.1% |
| 3Y | +412.0% | -6.5% | +418.4% | +379.9% |
| All | +412.0% | -5.7% | +417.7% | +379.9% |
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