-79.7%
QXO vs DUOL
+1.6%
-81.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | -7.8% | -7.0% | -0.8% | -7.0% |
| 30D | -18.1% | +6.7% | -24.8% | -18.9% |
| 3M | -25.8% | +16.0% | -41.8% | -27.7% |
| 6M | -41.7% | +45.4% | -87.1% | -45.2% |
| YTD | -36.2% | -18.1% | -18.1% | -35.3% |
| 1Y | -42.1% | -53.6% | +11.5% | -37.0% |
| 3Y | -46.2% | -11.0% | -35.2% | -48.5% |
| 5Y | -70.7% | -17.1% | -53.6% | -76.7% |
| All | -79.7% | +1.6% | -81.3% | -82.2% |
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