+22.1%
SNOW vs DUOL
+1.6%
+20.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | -2.4% | -7.0% | +4.6% | -0.2% |
| 30D | -1.0% | +6.7% | -7.7% | -3.7% |
| 3M | +36.9% | +16.0% | +20.8% | +27.9% |
| 6M | +83.4% | +45.4% | +37.9% | +58.5% |
| YTD | +50.0% | -18.1% | +68.1% | +55.0% |
| 1Y | +46.5% | -53.6% | +100.1% | +77.2% |
| 3Y | +93.3% | -11.0% | +104.3% | +62.4% |
| 5Y | +3.3% | -17.1% | +20.4% | -34.2% |
| All | +22.1% | +1.6% | +20.5% | -18.6% |
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 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