Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • QS vs DUOL✓SelectedUSD · DUOLQS vs DUOL performance historyLatest closeAs of-0.77%09/10
Stock and ETF performance explorer

QS vs DUOL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-75.4%
DUOL return
-15.6%
Excess return
-59.8%
Maximum drawdown
-91.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioDUOLExcessAlpha
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