+30.9%
SPG vs DUOL
-38.2%
+69.2%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +26.0% | -23.1% | +2.3% |
| 7D | +8.2% | +19.3% | -11.1% | +7.6% |
| 30D | +13.5% | +9.6% | +3.8% | +12.9% |
| 3M | +2.2% | +17.1% | -14.8% | +1.7% |
| 6M | +15.9% | +46.3% | -30.4% | +15.7% |
| YTD | +27.6% | -8.1% | +35.7% | +27.7% |
| 1Y | +30.9% | -38.5% | +69.4% | +32.9% |
| All | +30.9% | -38.2% | +69.2% | +32.9% |
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 · 6 months rolling