+125.0%
SU vs DUOL
-9.6%
+134.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | +2.2% | -7.0% | +9.2% | +2.5% |
| 30D | +8.4% | +6.7% | +1.7% | +8.1% |
| 3M | +12.1% | +16.0% | -3.9% | +11.2% |
| 6M | +19.7% | +45.4% | -25.7% | +17.3% |
| YTD | +58.4% | -18.1% | +76.5% | +59.6% |
| 1Y | +67.2% | -53.6% | +120.8% | +74.0% |
| 3Y | +125.0% | -11.0% | +136.0% | +119.2% |
| All | +125.0% | -9.6% | +134.7% | +119.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling