+36.9%
QCOM vs DUOL
+3.5%
+33.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.2% | +8.4% | +4.0% |
| 7D | +5.1% | -7.8% | +12.9% | +6.3% |
| 30D | +4.3% | +11.8% | -7.6% | +2.1% |
| 3M | -19.6% | +24.1% | -43.7% | -23.1% |
| 6M | +29.5% | +43.6% | -14.2% | +19.7% |
| YTD | +3.4% | -16.6% | +20.0% | +4.4% |
| 1Y | +10.9% | -46.0% | +56.9% | +19.2% |
| 3Y | +74.8% | -6.5% | +81.2% | +62.0% |
| 5Y | +36.2% | -7.4% | +43.6% | +9.0% |
| All | +36.9% | +3.5% | +33.4% | +8.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling