-30.0%
SWK vs DUOL
+16.9%
-47.0%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.0% | -4.8% | -0.4% |
| 7D | -1.4% | +3.0% | -4.4% | -1.8% |
| 30D | +25.5% | +18.3% | +7.1% | +22.7% |
| 3M | +11.8% | +14.7% | -2.9% | +9.4% |
| 6M | +48.7% | +57.5% | -8.8% | +39.6% |
| YTD | +57.2% | -5.8% | +63.0% | +55.5% |
| 1Y | +75.3% | -11.4% | +86.6% | +74.3% |
| 3Y | +51.9% | -22.5% | +74.4% | +48.7% |
| 5Y | -30.7% | +6.6% | -37.4% | -39.3% |
| All | -30.0% | +16.9% | -47.0% | -39.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling