+33.8%
SOLS vs DUOL
-55.1%
+88.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.2% | +6.5% | +0.7% |
| 7D | +4.5% | -7.8% | +12.3% | +3.7% |
| 30D | +6.0% | +11.8% | -5.8% | +7.4% |
| 3M | -19.7% | +24.1% | -43.8% | -17.8% |
| 6M | -10.4% | +43.6% | -54.0% | -8.5% |
| YTD | +33.3% | -16.6% | +49.8% | +44.9% |
| All | +33.8% | -55.1% | +88.8% | +59.7% |
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 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