+309.7%
SU vs DUOL
+1.6%
+308.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | +2.2% | -7.0% | +9.2% | +2.7% |
| 30D | +8.4% | +6.7% | +1.7% | +7.9% |
| 3M | +12.1% | +16.0% | -3.9% | +10.7% |
| 6M | +19.7% | +45.4% | -25.7% | +16.3% |
| YTD | +58.4% | -18.1% | +76.5% | +59.4% |
| 1Y | +67.2% | -53.6% | +120.8% | +74.4% |
| 3Y | +125.0% | -11.0% | +136.0% | +117.7% |
| 5Y | +355.1% | -17.1% | +372.2% | +310.8% |
| All | +309.7% | +1.6% | +308.1% | +267.8% |
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