+118.3%
SPG vs DUOL
+9.2%
+109.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.8% | -0.8% |
| 7D | -2.4% | +5.1% | -7.5% | -2.8% |
| 30D | -6.8% | +14.1% | -21.0% | -8.0% |
| 3M | +2.7% | +41.5% | -38.8% | -0.6% |
| 6M | +5.5% | +60.6% | -55.2% | +0.6% |
| YTD | +15.7% | -12.0% | +27.7% | +16.0% |
| 1Y | +20.9% | -43.4% | +64.2% | +25.3% |
| 3Y | +112.4% | +3.7% | +108.7% | +102.0% |
| 5Y | +101.4% | -5.3% | +106.6% | +77.6% |
| All | +118.3% | +9.2% | +109.0% | +91.5% |
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