-92.8%
SNAP vs DUOL
+9.2%
-102.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.3% | -3.0% |
| 7D | +0.7% | +5.1% | -4.4% | -1.3% |
| 30D | +2.6% | +14.1% | -11.5% | -3.2% |
| 3M | -9.9% | +41.5% | -51.4% | -22.4% |
| 6M | +1.9% | +60.6% | -58.7% | -17.4% |
| YTD | -32.2% | -12.0% | -20.2% | -31.4% |
| 1Y | -22.8% | -43.4% | +20.5% | -11.0% |
| 3Y | -47.6% | +3.7% | -51.3% | -60.7% |
| 5Y | -92.7% | -5.3% | -87.4% | -95.5% |
| All | -92.8% | +9.2% | -102.1% | -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 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