+163.6%
SYF vs DUOL
-7.9%
+171.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.2% | +3.6% | -0.8% |
| 7D | +2.6% | -7.8% | +10.4% | +3.9% |
| 30D | 0.0% | +11.8% | -11.8% | -2.0% |
| 3M | +11.9% | +24.1% | -12.2% | +7.2% |
| 6M | +18.9% | +43.6% | -24.7% | +10.4% |
| YTD | -4.6% | -16.6% | +12.0% | -3.3% |
| 1Y | +6.4% | -46.0% | +52.4% | +14.3% |
| All | +163.6% | -7.9% | +171.5% | +154.6% |
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