-100.0%
VIVK vs DUOL
-43.9%
-56.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -2.7% | -9.6% | -11.4% |
| 7D | -1.4% | +5.1% | -6.5% | -3.0% |
| 30D | -43.6% | +14.1% | -57.8% | -46.5% |
| 3M | -95.1% | +41.5% | -136.6% | -96.0% |
| 6M | -98.2% | +60.6% | -158.8% | -98.7% |
| YTD | -97.9% | -12.0% | -85.9% | -97.8% |
| 1Y | -100.0% | -43.4% | -56.6% | -100.0% |
| All | -100.0% | -43.9% | -56.1% | -100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling