+91.3%
SPYG vs DUOL
-1.5%
+92.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | +0.2% |
| 7D | +0.3% | -11.8% | +12.1% | +1.9% |
| 30D | -1.7% | +1.5% | -3.2% | -2.1% |
| 3M | +3.6% | +18.1% | -14.5% | +0.6% |
| 6M | +16.6% | +38.7% | -22.1% | +10.1% |
| YTD | +13.4% | -20.7% | +34.0% | +15.0% |
| 1Y | +19.6% | -49.1% | +68.7% | +27.6% |
| 3Y | +99.8% | -11.0% | +110.8% | +89.1% |
| 5Y | +85.0% | -18.0% | +102.9% | +58.1% |
| All | +91.3% | -1.5% | +92.9% | +62.3% |
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