-100.0%
VIVK vs DUOL
+1.6%
-101.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.0% | -6.4% | -7.2% |
| 7D | -4.4% | -7.0% | +2.6% | -3.3% |
| 30D | -40.8% | +6.7% | -47.5% | -41.6% |
| 3M | -94.1% | +16.0% | -110.2% | -94.4% |
| 6M | -98.2% | +45.4% | -143.6% | -98.3% |
| YTD | -98.0% | -18.1% | -79.9% | -98.0% |
| 1Y | -100.0% | -53.6% | -46.4% | -100.0% |
| 3Y | -100.0% | -11.0% | -89.0% | -100.0% |
| 5Y | -100.0% | -17.1% | -82.9% | -100.0% |
| All | -100.0% | +1.6% | -101.6% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling