+95.7%
QQQ vs DUOL
-17.6%
+113.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | -0.6% | -7.0% | +6.4% | +0.4% |
| 30D | -1.2% | +6.7% | -7.9% | -2.4% |
| 3M | -0.2% | +16.0% | -16.2% | -3.3% |
| 6M | +17.9% | +45.4% | -27.5% | +9.7% |
| YTD | +16.6% | -18.1% | +34.8% | +18.0% |
| 1Y | +23.0% | -53.6% | +76.5% | +34.7% |
| 3Y | +92.9% | -11.0% | +103.9% | +79.8% |
| All | +95.7% | -17.6% | +113.4% | +59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling