-13.6%
SOUN vs DUOL
+55.9%
-69.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.9% | +3.5% | +0.4% |
| 7D | -4.4% | -11.8% | +7.4% | -0.1% |
| 30D | -13.1% | +1.5% | -14.6% | -14.3% |
| 3M | -7.7% | +18.1% | -25.8% | -15.8% |
| 6M | -21.2% | +38.7% | -59.8% | -32.4% |
| YTD | -35.0% | -20.7% | -14.3% | -32.1% |
| 1Y | -56.4% | -49.1% | -7.3% | -47.5% |
| 3Y | +181.7% | -11.0% | +192.8% | +153.9% |
| All | -13.6% | +55.9% | -69.5% | -38.0% |
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