+50.6%
SRE vs DUOL
+3.5%
+47.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.2% | +6.9% | +1.8% |
| 7D | +1.4% | -7.8% | +9.2% | +1.7% |
| 30D | +1.9% | +11.8% | -9.9% | +1.5% |
| 3M | -3.3% | +24.1% | -27.4% | -4.0% |
| 6M | -6.4% | +43.6% | -50.1% | -7.7% |
| YTD | -1.8% | -16.6% | +14.8% | -1.4% |
| 1Y | +10.7% | -46.0% | +56.8% | +12.8% |
| 3Y | +31.8% | -6.5% | +38.3% | +31.1% |
| 5Y | +49.2% | -7.4% | +56.6% | +44.8% |
| All | +50.6% | +3.5% | +47.0% | +45.1% |
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