-7.7%
SRE vs DUOL
-38.2%
+30.6%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +26.0% | -28.9% | -1.8% |
| 7D | -2.1% | +19.3% | -21.4% | -1.1% |
| 30D | +6.1% | +9.6% | -3.6% | +6.8% |
| 3M | -3.5% | +17.1% | -20.6% | -2.5% |
| 6M | -10.8% | +46.3% | -57.1% | -8.8% |
| YTD | -4.0% | -8.1% | +4.1% | -2.0% |
| 1Y | -7.7% | -38.5% | +30.8% | -4.9% |
| All | -7.7% | -38.2% | +30.6% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling