-82.3%
QID vs DUOL
+3.5%
-85.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.2% | +5.5% | -1.2% |
| 7D | -2.7% | -7.8% | +5.1% | -4.9% |
| 30D | +1.8% | +11.8% | -10.0% | +5.3% |
| 3M | -2.2% | +24.1% | -26.3% | +4.6% |
| 6M | -32.1% | +43.6% | -75.8% | -23.4% |
| YTD | -28.6% | -16.6% | -12.0% | -31.1% |
| 1Y | -36.3% | -46.0% | +9.7% | -45.0% |
| 3Y | -74.4% | -6.5% | -67.9% | -69.1% |
| 5Y | -80.8% | -7.4% | -73.4% | -68.1% |
| All | -82.3% | +3.5% | -85.9% | -70.1% |
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