-27.0%
SWK vs DUOL
-5.7%
-21.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.8% | -5.5% | -1.3% |
| 7D | -2.3% | +1.8% | -4.1% | -2.6% |
| 30D | +30.4% | +11.1% | +19.3% | +28.3% |
| 3M | +12.1% | +21.2% | -9.0% | +8.7% |
| 6M | +49.1% | +56.1% | -7.0% | +39.2% |
| YTD | +60.4% | -6.5% | +66.9% | +58.7% |
| 1Y | +78.3% | -15.8% | +94.1% | +78.6% |
| 3Y | +53.3% | -22.4% | +75.7% | +49.2% |
| 5Y | -27.0% | +8.3% | -35.3% | -34.2% |
| All | -27.0% | -5.7% | -21.2% | -34.2% |
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 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