+13.7%
SPGI vs DUOL
+11.7%
+2.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.0% | -3.9% | +0.5% |
| 7D | +1.2% | +3.0% | -1.8% | +0.8% |
| 30D | +15.9% | +18.3% | -2.4% | +13.2% |
| 3M | +12.3% | +14.7% | -2.4% | +9.8% |
| 6M | +23.7% | +57.5% | -33.8% | +16.3% |
| YTD | -3.5% | -5.8% | +2.3% | -4.8% |
| 1Y | +0.4% | -11.4% | +11.8% | -0.4% |
| 3Y | +29.9% | -22.5% | +52.4% | +25.0% |
| All | +13.7% | +11.7% | +2.0% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling