-82.2%
QID vs DUOL
+1.6%
-83.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -2.1% |
| 7D | +1.3% | -7.0% | +8.3% | -0.7% |
| 30D | +2.9% | +6.7% | -3.8% | +5.1% |
| 3M | -0.7% | +16.0% | -16.7% | +4.1% |
| 6M | -29.7% | +45.4% | -75.1% | -20.3% |
| YTD | -27.9% | -18.1% | -9.7% | -30.7% |
| 1Y | -34.6% | -53.6% | +19.0% | -46.2% |
| 3Y | -73.5% | -11.0% | -62.6% | -68.6% |
| 5Y | -81.0% | -17.1% | -63.9% | -68.7% |
| All | -82.2% | +1.6% | -83.8% | -69.9% |
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 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