+1.8%
SPGI vs DUOL
-14.5%
+16.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.8% | -4.4% | -0.5% |
| 7D | -1.4% | +1.8% | -3.1% | -1.7% |
| 30D | +15.3% | +11.1% | +4.2% | +12.5% |
| 3M | +16.5% | +21.2% | -4.7% | +11.4% |
| 6M | +19.8% | +56.1% | -36.3% | +8.6% |
| YTD | -3.2% | -6.5% | +3.2% | -7.4% |
| 1Y | +1.8% | -15.8% | +17.6% | -2.0% |
| All | +1.8% | -14.5% | +16.3% | -2.0% |
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 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