-29.1%
SWK vs DUOL
+13.5%
-42.5%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.5% | -0.6% |
| 7D | +11.0% | +21.9% | -10.9% | +8.5% |
| 30D | +30.1% | +5.7% | +24.3% | +28.8% |
| 3M | +14.7% | +30.9% | -16.2% | +10.6% |
| 6M | +44.5% | +52.8% | -8.3% | +36.1% |
| YTD | +59.4% | -8.6% | +68.0% | +58.3% |
| 1Y | +77.5% | -17.2% | +94.7% | +78.0% |
| 3Y | +49.5% | +2.0% | +47.5% | +41.9% |
| 5Y | -24.9% | +4.4% | -29.2% | -33.9% |
| All | -29.1% | +13.5% | -42.5% | -38.0% |
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