+77.4%
SO vs DUOL
+16.9%
+60.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.0% | -3.8% | +1.2% |
| 7D | +1.4% | +3.0% | -1.7% | +1.4% |
| 30D | +4.7% | +18.3% | -13.6% | +4.8% |
| 3M | +1.7% | +14.7% | -13.0% | +1.7% |
| 6M | +2.2% | +57.5% | -55.3% | +2.3% |
| YTD | +10.0% | -5.8% | +15.8% | +10.2% |
| 1Y | +6.0% | -11.4% | +17.4% | +6.3% |
| 3Y | +54.1% | -22.5% | +76.6% | +53.7% |
| 5Y | +79.6% | +6.6% | +73.0% | +74.8% |
| All | +77.4% | +16.9% | +60.5% | +73.9% |
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