-25.2%
SWKS vs DUOL
+3.9%
-29.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.7% | +6.3% | +3.9% |
| 7D | +12.5% | +5.1% | +7.4% | +11.6% |
| 30D | +10.5% | +14.1% | -3.7% | +8.0% |
| 3M | -7.4% | +41.5% | -48.9% | -12.8% |
| 6M | +32.7% | +60.6% | -27.9% | +21.2% |
| YTD | +19.2% | -12.0% | +31.2% | +20.3% |
| 1Y | +2.4% | -43.4% | +45.7% | +10.8% |
| All | -25.2% | +3.9% | -29.1% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling