+24.6%
SNOW vs DUOL
+3.5%
+21.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.7% | +1.2% |
| 7D | +4.9% | -7.8% | +12.7% | +7.8% |
| 30D | +1.5% | +11.8% | -10.3% | -2.7% |
| 3M | +39.5% | +24.1% | +15.4% | +27.5% |
| 6M | +85.9% | +43.6% | +42.3% | +61.5% |
| YTD | +52.9% | -16.6% | +69.5% | +57.3% |
| 1Y | +48.1% | -46.0% | +94.1% | +69.9% |
| 3Y | +102.2% | -6.5% | +108.6% | +66.8% |
| 5Y | +5.5% | -7.4% | +12.9% | -32.4% |
| All | +24.6% | +3.5% | +21.0% | -17.5% |
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