-100.0%
VIVK vs DUOL
-51.5%
-48.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.0% | -6.4% | -7.0% |
| 7D | -4.4% | -7.0% | +2.6% | -2.1% |
| 30D | -40.8% | +6.7% | -47.5% | -42.7% |
| 3M | -94.1% | +16.0% | -110.2% | -94.8% |
| 6M | -98.2% | +45.4% | -143.6% | -98.6% |
| YTD | -98.0% | -18.1% | -79.9% | -97.8% |
| 1Y | -100.0% | -53.6% | -46.4% | -99.9% |
| All | -100.0% | -51.5% | -48.5% | -99.9% |
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