-75.4%
QS vs DUOL
-15.6%
-59.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.0% | -2.4% |
| 7D | -5.0% | -8.6% | +3.6% | -1.8% |
| 30D | -18.3% | +7.2% | -25.5% | -21.3% |
| 3M | -26.0% | +19.1% | -45.1% | -32.7% |
| 6M | -24.0% | +52.5% | -76.6% | -38.8% |
| YTD | -50.3% | -17.3% | -33.0% | -49.4% |
| 1Y | -38.0% | -49.2% | +11.3% | -24.3% |
| 3Y | -24.6% | -7.3% | -17.3% | -42.2% |
| 5Y | -75.4% | -16.3% | -59.2% | -83.3% |
| All | -75.4% | -15.6% | -59.8% | -83.3% |
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