+319.5%
SN vs DUOL
+1.7%
+317.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.6% |
| 7D | -9.3% | +5.1% | -14.4% | -10.2% |
| 30D | -4.8% | +14.1% | -18.9% | -7.2% |
| 3M | +40.4% | +41.5% | -1.1% | +31.4% |
| 6M | +50.9% | +60.6% | -9.7% | +37.2% |
| YTD | +54.9% | -12.0% | +66.9% | +55.5% |
| 1Y | +43.0% | -43.4% | +86.4% | +53.1% |
| 3Y | +391.8% | +3.7% | +388.1% | +341.3% |
| All | +319.5% | +1.7% | +317.9% | +285.9% |
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 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