+42.1%
SONY vs DUOL
-9.6%
+51.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.7% |
| 7D | -2.7% | -7.0% | +4.3% | -2.1% |
| 30D | +1.5% | +6.7% | -5.2% | +0.9% |
| 3M | +13.0% | +16.0% | -3.0% | +11.2% |
| 6M | +11.2% | +45.4% | -34.2% | +7.1% |
| YTD | -6.6% | -18.1% | +11.5% | -5.6% |
| 1Y | -18.1% | -53.6% | +35.4% | -13.2% |
| 3Y | +42.1% | -11.0% | +53.0% | +46.2% |
| All | +42.1% | -9.6% | +51.7% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling