+147.3%
SPG vs DUOL
+16.1%
+131.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.8% | -4.6% | -0.3% |
| 7D | +2.7% | +1.8% | +1.0% | +2.6% |
| 30D | +16.6% | +11.1% | +5.5% | +15.2% |
| 3M | +8.1% | +21.2% | -13.1% | +5.8% |
| 6M | +19.3% | +56.1% | -36.7% | +14.0% |
| YTD | +31.1% | -6.5% | +37.6% | +30.3% |
| 1Y | +32.8% | -15.8% | +48.6% | +33.0% |
| 3Y | +135.8% | -22.4% | +158.2% | +130.5% |
| 5Y | +85.1% | +8.3% | +76.8% | +62.0% |
| All | +147.3% | +16.1% | +131.2% | +115.0% |
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