+61.9%
SYF vs DUOL
-5.7%
+67.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.8% | -4.3% | -0.3% |
| 7D | -3.6% | +1.8% | -5.3% | -3.9% |
| 30D | -1.7% | +11.1% | -12.8% | -3.8% |
| 3M | -7.8% | +21.2% | -29.0% | -11.4% |
| 6M | +3.4% | +56.1% | -52.7% | -5.3% |
| YTD | -12.2% | -6.5% | -5.7% | -13.3% |
| 1Y | -1.6% | -15.8% | +14.2% | -1.4% |
| 3Y | +157.8% | -22.4% | +180.2% | +149.2% |
| 5Y | +61.9% | +8.3% | +53.6% | +40.0% |
| All | +61.9% | -5.7% | +67.6% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling