+65.2%
SO vs DUOL
+1.6%
+63.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.7% |
| 7D | -1.1% | -7.0% | +5.9% | -1.1% |
| 30D | -5.0% | +6.7% | -11.7% | -5.0% |
| 3M | -5.8% | +16.0% | -21.8% | -5.7% |
| 6M | -7.9% | +45.4% | -53.3% | -7.8% |
| YTD | +2.4% | -18.1% | +20.6% | +2.6% |
| 1Y | -2.3% | -53.6% | +51.3% | -1.9% |
| 3Y | +41.9% | -11.0% | +52.8% | +40.8% |
| 5Y | +58.1% | -17.1% | +75.2% | +54.3% |
| All | +65.2% | +1.6% | +63.6% | +61.9% |
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 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