+7.0%
DUOL vs VICR
+83.1%
-76.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +11.2% | -12.2% | -2.6% |
| 7D | -7.0% | +5.0% | -11.9% | -7.8% |
| 30D | +6.7% | -12.5% | +19.2% | +8.0% |
| 3M | +16.0% | -33.6% | +49.6% | +19.9% |
| 6M | +45.4% | +10.7% | +34.7% | +30.7% |
| YTD | -18.1% | +80.6% | -98.7% | -34.8% |
| 1Y | -53.6% | +288.4% | -341.9% | -69.2% |
| 3Y | -11.0% | +213.8% | -224.8% | -43.0% |
| 5Y | -17.1% | +58.8% | -76.0% | -38.5% |
| All | +7.0% | +83.1% | -76.1% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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