-11.0%
DUOL vs VICR
+209.3%
-220.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +11.2% | -12.2% | -1.9% |
| 7D | -7.0% | +5.0% | -11.9% | -7.4% |
| 30D | +6.7% | -12.5% | +19.2% | +7.4% |
| 3M | +16.0% | -33.6% | +49.6% | +18.3% |
| 6M | +45.4% | +10.7% | +34.7% | +32.7% |
| YTD | -18.1% | +80.6% | -98.7% | -32.5% |
| 1Y | -53.6% | +288.4% | -341.9% | -67.3% |
| 3Y | -11.0% | +213.8% | -224.8% | -33.0% |
| All | -11.0% | +209.3% | -220.3% | -33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling