+32.7%
QCOM vs DUOL
+9.2%
+23.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.5% |
| 7D | +3.3% | +5.1% | -1.8% | +2.5% |
| 30D | +7.7% | +14.1% | -6.4% | +5.1% |
| 3M | -30.1% | +41.5% | -71.6% | -34.5% |
| 6M | +22.8% | +60.6% | -37.8% | +11.6% |
| YTD | +0.2% | -12.0% | +12.2% | +0.4% |
| 1Y | +7.9% | -43.4% | +51.2% | +15.2% |
| 3Y | +55.8% | +3.7% | +52.1% | +42.1% |
| 5Y | +30.1% | -5.3% | +35.3% | +3.4% |
| All | +32.7% | +9.2% | +23.4% | +4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling