-93.4%
SNAP vs DUOL
+10.8%
-104.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.6% |
| 7D | -10.6% | +22.4% | -33.0% | -17.9% |
| 30D | -19.7% | +4.5% | -24.2% | -22.0% |
| 3M | -6.5% | +14.2% | -20.7% | -12.8% |
| 6M | -17.8% | +45.1% | -62.8% | -31.0% |
| YTD | -38.0% | -10.7% | -27.3% | -38.4% |
| 1Y | -42.5% | -18.7% | -23.7% | -41.1% |
| 3Y | -55.8% | -25.9% | -29.9% | -60.5% |
| 5Y | -90.5% | +5.8% | -96.4% | -94.4% |
| All | -93.4% | +10.8% | -104.2% | -96.1% |
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