-93.1%
SNAP vs DUOL
+11.3%
-104.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.8% | -0.7% |
| 7D | +2.6% | +0.3% | +2.3% | +2.4% |
| 30D | -19.6% | +12.4% | -31.9% | -23.8% |
| 3M | +0.4% | +16.9% | -16.5% | -7.1% |
| 6M | -5.9% | +48.5% | -54.4% | -21.8% |
| YTD | -35.3% | -10.3% | -25.0% | -35.8% |
| 1Y | -42.6% | -15.6% | -26.9% | -41.9% |
| 3Y | -53.9% | -25.6% | -28.3% | -58.8% |
| 5Y | -90.3% | +1.5% | -91.8% | -94.2% |
| All | -93.1% | +11.3% | -104.5% | -96.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling