+60.5%
SNPS vs DUOL
+16.9%
+43.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.0% | -6.6% | -2.5% |
| 7D | +1.1% | +3.0% | -2.0% | +0.4% |
| 30D | -5.2% | +18.3% | -23.5% | -8.8% |
| 3M | +10.6% | +14.7% | -4.2% | +6.2% |
| 6M | -10.6% | +57.5% | -68.1% | -20.3% |
| YTD | -3.1% | -5.8% | +2.7% | -5.3% |
| 1Y | +15.6% | -11.4% | +26.9% | +14.0% |
| 3Y | -12.9% | -22.5% | +9.6% | -16.8% |
| 5Y | +31.2% | +6.6% | +24.5% | +1.8% |
| All | +60.5% | +16.9% | +43.5% | +27.4% |
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