-36.7%
SWK vs DUOL
-6.3%
-30.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.2% |
| 7D | -0.4% | +5.1% | -5.5% | -1.0% |
| 30D | -5.7% | +14.1% | -19.9% | -7.3% |
| 3M | +24.1% | +41.5% | -17.4% | +18.6% |
| 6M | +24.7% | +60.6% | -35.9% | +16.8% |
| YTD | +33.9% | -12.0% | +45.9% | +34.2% |
| 1Y | +34.7% | -43.4% | +78.0% | +41.2% |
| 3Y | +15.3% | +3.7% | +11.6% | +9.4% |
| All | -36.7% | -6.3% | -30.4% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling