-16.5%
SOUN vs DUOL
+60.9%
-77.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | -7.1% | -7.0% | -0.1% | -4.8% |
| 30D | -15.4% | +6.7% | -22.1% | -18.1% |
| 3M | -10.6% | +16.0% | -26.6% | -17.8% |
| 6M | -19.6% | +45.4% | -65.1% | -32.3% |
| YTD | -37.2% | -18.1% | -19.1% | -35.2% |
| 1Y | -57.1% | -53.6% | -3.5% | -46.5% |
| 3Y | +178.2% | -11.0% | +189.2% | +150.1% |
| All | -16.5% | +60.9% | -77.4% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling