+10.2%
SPGI vs DUOL
+2.7%
+7.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.3% | -6.1% | -2.4% |
| 7D | -8.9% | -8.6% | -0.3% | -8.0% |
| 30D | +0.6% | +7.2% | -6.5% | -0.2% |
| 3M | +2.0% | +19.1% | -17.1% | -0.3% |
| 6M | +0.1% | +52.5% | -52.4% | -4.9% |
| YTD | -16.4% | -17.3% | +0.9% | -15.8% |
| 1Y | -18.9% | -49.2% | +30.3% | -15.1% |
| 3Y | +13.8% | -7.3% | +21.0% | +7.9% |
| 5Y | +0.5% | -16.3% | +16.8% | -10.2% |
| All | +10.2% | +2.7% | +7.5% | -3.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling