+150.5%
SPMO vs DUOL
-17.6%
+168.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | -0.9% | -7.0% | +6.0% | -0.4% |
| 30D | -1.9% | +6.7% | -8.6% | -2.7% |
| 3M | -1.4% | +16.0% | -17.4% | -3.4% |
| 6M | +25.5% | +45.4% | -19.9% | +19.4% |
| YTD | +24.8% | -18.1% | +43.0% | +25.9% |
| 1Y | +24.5% | -53.6% | +78.0% | +32.6% |
| 3Y | +157.1% | -11.0% | +168.1% | +149.9% |
| All | +150.5% | -17.6% | +168.2% | +126.4% |
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