+135.4%
SPOT vs DUOL
+1.6%
+133.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | -3.1% | -7.0% | +3.9% | -1.2% |
| 30D | +7.4% | +6.7% | +0.7% | +5.1% |
| 3M | +8.2% | +16.0% | -7.8% | +2.8% |
| 6M | +2.2% | +45.4% | -43.2% | -9.4% |
| YTD | -9.5% | -18.1% | +8.7% | -7.0% |
| 1Y | -23.8% | -53.6% | +29.7% | -10.6% |
| 3Y | +233.5% | -11.0% | +244.4% | +192.4% |
| 5Y | +112.2% | -17.1% | +129.3% | +51.9% |
| All | +135.4% | +1.6% | +133.8% | +56.1% |
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