+38.7%
QCOM vs DUOL
-1.5%
+40.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.9% | +6.2% | +2.1% |
| 7D | +4.4% | -11.8% | +16.1% | +6.2% |
| 30D | +9.4% | +1.5% | +7.9% | +8.7% |
| 3M | -13.7% | +18.1% | -31.8% | -16.8% |
| 6M | +28.9% | +38.7% | -9.8% | +19.8% |
| YTD | +4.7% | -20.7% | +25.4% | +6.5% |
| 1Y | +13.5% | -49.1% | +62.6% | +23.0% |
| 3Y | +77.1% | -11.0% | +88.1% | +65.3% |
| 5Y | +38.9% | -18.0% | +56.9% | +12.1% |
| All | +38.7% | -1.5% | +40.2% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded DUOL 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling