+19.5%
SNPS vs DUOL
-15.6%
+35.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.2% | +0.2% |
| 7D | -4.6% | -8.6% | +4.0% | -3.0% |
| 30D | -3.3% | +7.2% | -10.5% | -5.1% |
| 3M | -13.8% | +19.1% | -32.8% | -17.8% |
| 6M | -8.2% | +52.5% | -60.7% | -17.5% |
| YTD | -15.4% | -17.3% | +1.8% | -14.4% |
| 1Y | +2.4% | -49.2% | +51.7% | +13.4% |
| 3Y | -13.5% | -7.3% | -6.2% | -20.4% |
| 5Y | +19.5% | -16.3% | +35.7% | -4.6% |
| All | +19.5% | -15.6% | +35.0% | -4.6% |
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 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