+35.6%
QCOM vs DUOL
+16.9%
+18.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.0% | -7.6% | -3.4% |
| 7D | +4.3% | +3.0% | +1.2% | +3.7% |
| 30D | -0.1% | +18.3% | -18.4% | -3.0% |
| 3M | +5.2% | +14.7% | -9.5% | +2.2% |
| 6M | -18.4% | +57.5% | -75.8% | -25.6% |
| YTD | +2.4% | -5.8% | +8.2% | +0.9% |
| 1Y | +0.9% | -11.4% | +12.3% | +0.3% |
| 3Y | +48.4% | -22.5% | +70.9% | +42.3% |
| 5Y | +16.6% | +6.6% | +9.9% | -8.7% |
| All | +35.6% | +16.9% | +18.7% | +5.2% |
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