+5.9%
SYK vs DUOL
+2.7%
+3.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.2% | -2.3% |
| 7D | -12.3% | -8.6% | -3.7% | -11.7% |
| 30D | -22.4% | +7.2% | -29.6% | -22.9% |
| 3M | -12.3% | +19.1% | -31.4% | -13.7% |
| 6M | -24.3% | +52.5% | -76.8% | -27.0% |
| YTD | -22.8% | -17.3% | -5.5% | -22.2% |
| 1Y | -28.8% | -49.2% | +20.5% | -25.9% |
| 3Y | -4.0% | -7.3% | +3.3% | -7.5% |
| 5Y | +3.8% | -16.3% | +20.1% | -6.2% |
| All | +5.9% | +2.7% | +3.2% | -4.5% |
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