-95.1%
SQQQ vs DUOL
+2.7%
-97.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.3% | -1.0% | +5.0% |
| 7D | +4.1% | -8.6% | +12.7% | +0.4% |
| 30D | +4.6% | +7.2% | -2.6% | +7.9% |
| 3M | -10.4% | +19.1% | -29.5% | -3.3% |
| 6M | -42.1% | +52.5% | -94.6% | -29.3% |
| YTD | -40.3% | -17.3% | -23.1% | -44.1% |
| 1Y | -50.2% | -49.2% | -1.0% | -61.5% |
| 3Y | -89.4% | -7.3% | -82.1% | -85.7% |
| 5Y | -94.7% | -16.3% | -78.4% | -88.0% |
| All | -95.1% | +2.7% | -97.8% | -88.7% |
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