+8.1%
DUOL vs VICR
+64.7%
-56.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.2% | +7.4% | +4.7% |
| 7D | -8.6% | -0.4% | -8.2% | -8.6% |
| 30D | +7.2% | -15.6% | +22.7% | +9.0% |
| 3M | +19.1% | -35.4% | +54.4% | +23.3% |
| 6M | +52.5% | +1.3% | +51.2% | +38.8% |
| YTD | -17.3% | +62.5% | -79.7% | -33.0% |
| 1Y | -49.2% | +255.5% | -304.7% | -66.0% |
| 3Y | -7.3% | +182.0% | -189.2% | -39.6% |
| 5Y | -16.3% | +42.9% | -59.2% | -36.9% |
| All | +8.1% | +64.7% | -56.6% | -19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling