+96.7%
QLD vs DUOL
+13.5%
+83.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.4% | +2.0% |
| 7D | -10.3% | +21.9% | -32.2% | -15.6% |
| 30D | -26.1% | +5.7% | -31.8% | -27.8% |
| 3M | -17.8% | +30.9% | -48.6% | -25.2% |
| 6M | -15.6% | +52.8% | -68.3% | -28.4% |
| YTD | +5.4% | -8.6% | +14.0% | +2.7% |
| 1Y | +5.2% | -17.2% | +22.4% | +5.3% |
| 3Y | +139.4% | +2.0% | +137.5% | +102.3% |
| 5Y | +66.7% | +4.4% | +62.4% | +14.4% |
| All | +96.7% | +13.5% | +83.2% | +33.5% |
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