-71.3%
QS vs DUOL
-38.2%
-33.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +26.0% | -18.5% | +2.9% |
| 7D | +4.5% | +19.3% | -14.8% | +0.8% |
| 30D | -4.1% | +9.6% | -13.7% | -6.3% |
| 3M | -22.1% | +17.1% | -39.2% | -25.0% |
| 6M | -38.4% | +46.3% | -84.7% | -43.5% |
| YTD | -57.5% | -8.1% | -49.4% | -56.2% |
| 1Y | -71.3% | -38.5% | -32.9% | -66.5% |
| All | -71.3% | -38.2% | -33.1% | -66.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling