+451.3%
SN vs DUOL
-20.7%
+472.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.8% | -4.6% | -0.5% |
| 7D | +3.5% | +1.8% | +1.7% | +3.2% |
| 30D | +19.4% | +11.1% | +8.4% | +16.9% |
| 3M | +20.9% | +21.2% | -0.3% | +16.1% |
| 6M | +111.1% | +56.1% | +55.0% | +92.4% |
| YTD | +102.8% | -6.5% | +109.3% | +100.5% |
| 1Y | +146.2% | -15.8% | +162.0% | +147.7% |
| All | +451.3% | -20.7% | +472.1% | +452.7% |
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