-93.4%
SNAP vs DUOL
+9.1%
-102.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.8% | +5.7% | +3.3% |
| 7D | -7.3% | +14.0% | -21.4% | -12.7% |
| 30D | -18.9% | +2.9% | -21.8% | -20.7% |
| 3M | -5.3% | +17.8% | -23.1% | -12.7% |
| 6M | -16.9% | +42.8% | -59.8% | -29.9% |
| YTD | -37.4% | -12.1% | -25.3% | -37.4% |
| 1Y | -38.5% | -23.3% | -15.2% | -35.6% |
| 3Y | -55.1% | -24.0% | -31.0% | -60.4% |
| 5Y | -90.8% | +5.1% | -95.9% | -94.6% |
| All | -93.4% | +9.1% | -102.5% | -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 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