+25.7%
SW vs DUOL
-19.2%
+44.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | -1.8% |
| 7D | -3.0% | +0.3% | -3.2% | -3.0% |
| 30D | +4.2% | +12.4% | -8.2% | +3.4% |
| 3M | -11.5% | +16.9% | -28.5% | -12.2% |
| 6M | +8.6% | +48.5% | -39.9% | +8.9% |
| YTD | +15.0% | -10.3% | +25.3% | +20.0% |
| 1Y | +25.7% | -15.6% | +41.3% | +31.8% |
| All | +25.7% | -19.2% | +44.9% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling