+38.2%
SNPS vs DUOL
+3.5%
+34.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.8% | +0.5% |
| 7D | -5.5% | -7.8% | +2.3% | -4.0% |
| 30D | -5.8% | +11.8% | -17.6% | -8.2% |
| 3M | -17.2% | +24.1% | -41.3% | -21.6% |
| 6M | -10.4% | +43.6% | -54.0% | -18.2% |
| YTD | -16.5% | -16.6% | 0.0% | -15.7% |
| 1Y | -35.6% | -46.0% | +10.4% | -30.2% |
| 3Y | -14.6% | -6.5% | -8.2% | -21.0% |
| 5Y | +16.5% | -7.4% | +23.9% | -5.2% |
| All | +38.2% | +3.5% | +34.7% | +13.4% |
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