-63.2%
SPCH vs DUOL
+31.4%
-94.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +26.0% | -33.6% | -4.4% |
| 7D | -13.4% | +19.3% | -32.7% | -10.6% |
| 30D | -39.6% | +9.6% | -49.3% | -37.7% |
| 3M | -1.4% | +17.1% | -18.5% | -2.3% |
| All | -63.2% | +31.4% | -94.6% | -62.6% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling