+48.3%
SRE vs DUOL
-15.6%
+63.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.4% | -1.3% |
| 7D | -0.7% | -8.6% | +7.9% | -0.4% |
| 30D | -1.7% | +7.2% | -8.9% | -2.0% |
| 3M | -7.1% | +19.1% | -26.1% | -7.7% |
| 6M | -8.4% | +52.5% | -60.9% | -9.9% |
| YTD | -3.5% | -17.3% | +13.8% | -3.1% |
| 1Y | +5.4% | -49.2% | +54.6% | +7.6% |
| 3Y | +29.5% | -7.3% | +36.8% | +28.9% |
| 5Y | +48.3% | -16.3% | +64.6% | +41.7% |
| All | +48.3% | -15.6% | +63.9% | +41.7% |
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