-92.7%
SNAP vs DUOL
-10.4%
-82.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.5% | +1.3% |
| 7D | +1.5% | -7.8% | +9.3% | +4.7% |
| 30D | +1.9% | +11.8% | -10.0% | -3.1% |
| 3M | -3.9% | +24.1% | -28.0% | -13.0% |
| 6M | +5.2% | +43.6% | -38.4% | -11.1% |
| YTD | -32.7% | -16.6% | -16.1% | -30.5% |
| 1Y | -24.8% | -46.0% | +21.2% | -11.5% |
| 3Y | -42.2% | -6.5% | -35.7% | -55.1% |
| 5Y | -92.7% | -7.4% | -85.3% | -95.6% |
| All | -92.7% | -10.4% | -82.3% | -95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling