+7.0%
DUOL vs QSR
+41.6%
-34.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.4% |
| 7D | -7.0% | -4.0% | -3.0% | -4.7% |
| 30D | +6.7% | +2.8% | +4.0% | +5.0% |
| 3M | +16.0% | +5.1% | +10.9% | +12.5% |
| 6M | +45.4% | +8.8% | +36.6% | +36.5% |
| YTD | -18.1% | +14.8% | -33.0% | -26.3% |
| 1Y | -53.6% | +25.7% | -79.3% | -61.1% |
| 3Y | -11.0% | +27.5% | -38.5% | -29.6% |
| 5Y | -17.1% | +41.3% | -58.4% | -47.7% |
| All | +7.0% | +41.6% | -34.6% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling