-24.7%
QS vs DUOL
-12.4%
-12.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.9% | -1.7% | -5.5% |
| 7D | -4.2% | -11.8% | +7.6% | -1.6% |
| 30D | -15.7% | +1.5% | -17.2% | -16.5% |
| 3M | -28.7% | +18.1% | -46.8% | -32.5% |
| 6M | -23.2% | +38.7% | -61.9% | -31.1% |
| YTD | -49.9% | -20.7% | -29.2% | -48.3% |
| 1Y | -38.8% | -49.1% | +10.3% | -29.8% |
| All | -24.7% | -12.4% | -12.3% | -29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling