-55.5%
SWKS vs DUOL
+9.2%
-64.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.8% |
| 3M | -7.4% | +41.5% | -48.9% | -13.1% |
| 6M | +32.7% | +60.6% | -27.9% | +20.8% |
| YTD | +19.2% | -12.0% | +31.2% | +19.5% |
| 1Y | +2.4% | -43.4% | +45.7% | +9.6% |
| 3Y | -25.6% | +3.7% | -29.3% | -31.6% |
| 5Y | -53.4% | -5.3% | -48.2% | -61.8% |
| All | -55.5% | +9.2% | -64.7% | -63.5% |
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