-50.3%
SWKS vs DUOL
+10.8%
-61.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.4% |
| 7D | -3.1% | +22.4% | -25.5% | -6.5% |
| 30D | +8.3% | +4.5% | +3.8% | +6.9% |
| 3M | +20.2% | +14.2% | +6.0% | +16.5% |
| 6M | +24.9% | +45.1% | -20.1% | +15.4% |
| YTD | +33.2% | -10.7% | +43.9% | +32.1% |
| 1Y | +23.6% | -18.7% | +42.3% | +24.4% |
| 3Y | +1.3% | -25.9% | +27.2% | -1.8% |
| 5Y | -40.6% | +5.8% | -46.4% | -51.8% |
| All | -50.3% | +10.8% | -61.1% | -59.7% |
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