+90.1%
SYF vs DUOL
+9.2%
+80.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.5% |
| 7D | +2.4% | +5.1% | -2.7% | +1.7% |
| 30D | +0.8% | +14.1% | -13.3% | -1.3% |
| 3M | +13.4% | +41.5% | -28.1% | +7.2% |
| 6M | +16.3% | +60.6% | -44.3% | +7.4% |
| YTD | -3.0% | -12.0% | +9.0% | -2.7% |
| 1Y | +5.7% | -43.4% | +49.1% | +11.5% |
| 3Y | +160.1% | +3.7% | +156.4% | +145.8% |
| 5Y | +88.5% | -5.3% | +93.8% | +61.9% |
| All | +90.1% | +9.2% | +80.8% | +72.1% |
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