+7.2%
VNQ vs DUOL
-17.6%
+24.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | -1.3% | -7.0% | +5.7% | -0.8% |
| 30D | -2.6% | +6.7% | -9.3% | -3.2% |
| 3M | -2.0% | +16.0% | -18.0% | -3.5% |
| 6M | +4.3% | +45.4% | -41.1% | +0.7% |
| YTD | +9.2% | -18.1% | +27.4% | +10.0% |
| 1Y | +5.6% | -53.6% | +59.2% | +10.8% |
| 3Y | +30.8% | -11.0% | +41.8% | +25.4% |
| All | +7.2% | -17.6% | +24.9% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling