-41.5%
QS vs DUOL
-51.0%
+9.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.0% | -1.4% |
| 7D | -5.0% | -8.6% | +3.6% | -3.7% |
| 30D | -18.3% | +7.2% | -25.5% | -19.6% |
| 3M | -26.0% | +19.1% | -45.1% | -29.3% |
| 6M | -24.0% | +52.5% | -76.6% | -32.9% |
| YTD | -50.3% | -17.3% | -33.0% | -46.6% |
| All | -41.5% | -51.0% | +9.5% | -20.6% |
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