-100.0%
VIVK vs DUOL
-1.5%
-98.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.9% | -1.5% | -5.6% |
| 7D | -7.9% | -11.8% | +3.9% | -6.0% |
| 30D | -42.0% | +1.5% | -43.5% | -42.3% |
| 3M | -92.5% | +18.1% | -110.6% | -92.8% |
| 6M | -98.0% | +38.7% | -136.7% | -98.2% |
| YTD | -97.9% | -20.7% | -77.2% | -97.9% |
| 1Y | -100.0% | -49.1% | -50.9% | -100.0% |
| 3Y | -100.0% | -11.0% | -88.9% | -100.0% |
| 5Y | -100.0% | -18.0% | -82.0% | -100.0% |
| All | -100.0% | -1.5% | -98.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling