+101.8%
QQQ vs DUOL
-1.5%
+103.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.6% | +0.4% |
| 7D | +1.0% | -11.8% | +12.8% | +2.7% |
| 30D | -0.6% | +1.5% | -2.1% | -1.1% |
| 3M | +1.3% | +18.1% | -16.8% | -2.0% |
| 6M | +18.1% | +38.7% | -20.5% | +10.9% |
| YTD | +16.9% | -20.7% | +37.5% | +18.8% |
| 1Y | +24.0% | -49.1% | +73.1% | +33.2% |
| 3Y | +95.6% | -11.0% | +106.6% | +82.9% |
| 5Y | +94.5% | -18.0% | +112.5% | +62.7% |
| All | +101.8% | -1.5% | +103.3% | +67.0% |
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