-93.0%
SNAP vs DUOL
-1.5%
-91.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.7% | -0.4% |
| 7D | -5.0% | -11.8% | +6.8% | -0.5% |
| 30D | -0.7% | +1.5% | -2.2% | -2.0% |
| 3M | -5.0% | +18.1% | -23.1% | -12.3% |
| 6M | +3.5% | +38.7% | -35.1% | -11.2% |
| YTD | -34.2% | -20.7% | -13.5% | -30.8% |
| 1Y | -27.1% | -49.1% | +22.0% | -12.5% |
| 3Y | -43.5% | -11.0% | -32.4% | -54.8% |
| 5Y | -92.9% | -18.0% | -74.9% | -95.4% |
| All | -93.0% | -1.5% | -91.5% | -95.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling