+136.7%
SPOT vs DUOL
+3.5%
+133.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.2% | +2.7% | -1.1% |
| 7D | -2.9% | -7.8% | +4.9% | -0.7% |
| 30D | +8.3% | +11.8% | -3.5% | +4.8% |
| 3M | +5.1% | +24.1% | -19.0% | -1.9% |
| 6M | -6.5% | +43.6% | -50.1% | -16.8% |
| YTD | -9.0% | -16.6% | +7.6% | -6.9% |
| 1Y | -26.4% | -46.0% | +19.6% | -17.5% |
| 3Y | +240.0% | -6.5% | +246.5% | +193.8% |
| 5Y | +111.7% | -7.4% | +119.1% | +47.8% |
| All | +136.7% | +3.5% | +133.2% | +56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling