-76.9%
QS vs DUOL
+3.5%
-80.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.2% | +7.2% | +4.0% |
| 7D | +2.2% | -7.8% | +10.0% | +5.2% |
| 30D | -8.1% | +11.8% | -19.9% | -12.9% |
| 3M | -27.0% | +24.1% | -51.1% | -34.7% |
| 6M | -16.4% | +43.6% | -60.1% | -31.0% |
| YTD | -46.4% | -16.6% | -29.8% | -45.6% |
| 1Y | -41.1% | -46.0% | +4.9% | -30.1% |
| 3Y | -18.6% | -6.5% | -12.2% | -37.4% |
| 5Y | -73.0% | -7.4% | -65.6% | -82.3% |
| All | -76.9% | +3.5% | -80.4% | -85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling