+145.4%
SPG vs DUOL
+16.9%
+128.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.0% | -5.3% | -0.7% |
| 7D | +2.0% | +3.0% | -1.1% | +1.7% |
| 30D | +17.2% | +18.3% | -1.1% | +15.3% |
| 3M | +6.3% | +14.7% | -8.4% | +4.6% |
| 6M | +18.7% | +57.5% | -38.8% | +13.3% |
| YTD | +30.1% | -5.8% | +35.9% | +29.2% |
| 1Y | +32.8% | -11.4% | +44.1% | +32.4% |
| 3Y | +133.6% | -22.5% | +156.1% | +128.3% |
| 5Y | +84.4% | +6.6% | +77.8% | +61.2% |
| All | +145.4% | +16.9% | +128.5% | +113.2% |
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 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