+292.2%
VIAV vs DUOL
-9.6%
+301.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +3.6% |
| 7D | +11.2% | -7.0% | +18.1% | +11.0% |
| 30D | -10.1% | +6.7% | -16.8% | -10.0% |
| 3M | -22.9% | +16.0% | -38.9% | -22.9% |
| 6M | +28.8% | +45.4% | -16.6% | +27.3% |
| YTD | +117.5% | -18.1% | +135.6% | +121.3% |
| 1Y | +216.1% | -53.6% | +269.6% | +230.7% |
| 3Y | +292.2% | -11.0% | +303.2% | +265.4% |
| All | +292.2% | -9.6% | +301.8% | +265.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling