+22.7%
SYY vs DUOL
-15.6%
+38.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.3% | +0.8% |
| 7D | +1.5% | -8.6% | +10.1% | +1.8% |
| 30D | -2.3% | +7.2% | -9.5% | -2.6% |
| 3M | +5.5% | +19.1% | -13.6% | +4.7% |
| 6M | -1.0% | +52.5% | -53.5% | -2.6% |
| YTD | +14.1% | -17.3% | +31.4% | +14.5% |
| 1Y | +5.6% | -49.2% | +54.8% | +7.6% |
| 3Y | +27.9% | -7.3% | +35.1% | +23.5% |
| 5Y | +22.7% | -16.3% | +39.0% | +12.6% |
| All | +22.7% | -15.6% | +38.3% | +12.6% |
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 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