+67.0%
SO vs DUOL
+9.2%
+57.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.7% |
| 7D | -0.2% | +5.1% | -5.2% | -0.1% |
| 30D | -4.6% | +14.1% | -18.7% | -4.5% |
| 3M | -3.0% | +41.5% | -44.5% | -2.9% |
| 6M | -8.3% | +60.6% | -68.9% | -8.1% |
| YTD | +3.5% | -12.0% | +15.5% | +3.7% |
| 1Y | -0.9% | -43.4% | +42.4% | -0.6% |
| 3Y | +45.4% | +3.7% | +41.6% | +44.0% |
| 5Y | +59.6% | -5.3% | +64.9% | +56.2% |
| All | +67.0% | +9.2% | +57.7% | +63.6% |
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