+47.0%
QCOM vs DUOL
-0.2%
+47.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.2% | +3.4% | +5.2% |
| 7D | +0.4% | +21.9% | -21.5% | -2.6% |
| 30D | -6.6% | +5.7% | -12.3% | -7.7% |
| 3M | +3.7% | +30.9% | -27.2% | -0.8% |
| 6M | -13.3% | +52.8% | -66.1% | -20.1% |
| YTD | -1.8% | -8.6% | +6.8% | -1.8% |
| 1Y | -2.5% | -17.2% | +14.7% | -1.2% |
| 3Y | +47.0% | +2.0% | +45.0% | +39.9% |
| All | +47.0% | -0.2% | +47.2% | +39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling