-100.0%
VIVK vs DUOL
-38.2%
-61.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +26.0% | -53.4% | -30.8% |
| 7D | -68.7% | +19.3% | -87.9% | -69.4% |
| 30D | -90.0% | +9.6% | -99.7% | -90.0% |
| 3M | -98.1% | +17.1% | -115.1% | -98.1% |
| 6M | -99.9% | +46.3% | -146.2% | -99.9% |
| YTD | -99.9% | -8.1% | -91.8% | -99.9% |
| 1Y | -100.0% | -38.5% | -61.5% | -100.0% |
| All | -100.0% | -38.2% | -61.8% | -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