+4.1%
SNOW vs DUOL
-19.0%
+23.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.7% | +0.5% |
| 7D | +8.4% | -11.8% | +20.2% | +13.0% |
| 30D | -1.0% | +1.5% | -2.5% | -2.1% |
| 3M | +38.3% | +18.1% | +20.2% | +28.1% |
| 6M | +81.3% | +38.7% | +42.6% | +58.6% |
| YTD | +51.1% | -20.7% | +71.8% | +58.1% |
| 1Y | +47.0% | -49.1% | +96.0% | +72.6% |
| 3Y | +99.7% | -11.0% | +110.8% | +65.0% |
| All | +4.1% | -19.0% | +23.1% | -34.2% |
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