+46.8%
SRE vs DUOL
+1.6%
+45.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | -0.8% | -7.0% | +6.1% | -0.6% |
| 30D | -3.0% | +6.7% | -9.7% | -3.2% |
| 3M | -8.3% | +16.0% | -24.3% | -8.8% |
| 6M | -8.9% | +45.4% | -54.3% | -10.2% |
| YTD | -4.3% | -18.1% | +13.9% | -3.8% |
| 1Y | +2.7% | -53.6% | +56.3% | +5.2% |
| 3Y | +28.7% | -11.0% | +39.6% | +28.2% |
| 5Y | +47.1% | -17.1% | +64.3% | +42.9% |
| All | +46.8% | +1.6% | +45.2% | +41.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling