+110.6%
SPOT vs DUOL
-15.6%
+126.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -1.4% |
| 7D | -6.9% | -8.6% | +1.7% | -4.6% |
| 30D | +4.1% | +7.2% | -3.0% | +1.8% |
| 3M | +3.7% | +19.1% | -15.4% | -2.1% |
| 6M | -1.6% | +52.5% | -54.1% | -14.0% |
| YTD | -10.2% | -17.3% | +7.1% | -7.9% |
| 1Y | -25.9% | -49.2% | +23.3% | -15.3% |
| 3Y | +235.6% | -7.3% | +242.8% | +189.6% |
| 5Y | +110.6% | -16.3% | +126.9% | +45.0% |
| All | +110.6% | -15.6% | +126.2% | +45.0% |
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 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