+82.6%
SPYM vs DUOL
-15.6%
+98.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -4.9% | -1.0% |
| 7D | -2.0% | -8.6% | +6.6% | -1.1% |
| 30D | -1.6% | +7.2% | -8.8% | -2.5% |
| 3M | +4.7% | +19.1% | -14.3% | +2.4% |
| 6M | +12.6% | +52.5% | -39.9% | +6.7% |
| YTD | +11.8% | -17.3% | +29.1% | +12.7% |
| 1Y | +17.5% | -49.2% | +66.8% | +23.8% |
| 3Y | +77.0% | -7.3% | +84.2% | +68.5% |
| 5Y | +82.6% | -16.3% | +98.9% | +60.0% |
| All | +82.6% | -15.6% | +98.2% | +60.0% |
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