-11.0%
DUOL vs QSR
+25.8%
-36.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -7.0% | -4.0% | -3.0% | -5.5% |
| 30D | +6.7% | +2.8% | +4.0% | +5.7% |
| 3M | +16.0% | +5.1% | +10.9% | +13.9% |
| 6M | +45.4% | +8.8% | +36.6% | +39.8% |
| YTD | -18.1% | +14.8% | -33.0% | -23.3% |
| 1Y | -53.6% | +25.7% | -79.3% | -58.6% |
| 3Y | -11.0% | +27.5% | -38.5% | -19.3% |
| All | -11.0% | +25.8% | -36.8% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling