-79.1%
SPXS vs DUOL
-8.7%
-70.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.3% | -2.4% | +2.9% |
| 7D | +6.4% | -8.6% | +15.0% | +4.1% |
| 30D | +6.0% | +7.2% | -1.2% | +8.2% |
| 3M | -11.6% | +19.1% | -30.7% | -6.6% |
| 6M | -28.7% | +52.5% | -81.2% | -18.3% |
| YTD | -26.3% | -17.3% | -9.0% | -29.0% |
| 1Y | -34.9% | -49.2% | +14.3% | -44.8% |
| All | -79.1% | -8.7% | -70.4% | -75.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling