-1.6%
VRSK vs DUOL
+1.6%
-3.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | -5.2% | -7.0% | +1.8% | -4.5% |
| 30D | -2.3% | +6.7% | -9.0% | -2.9% |
| 3M | -2.9% | +16.0% | -18.9% | -4.4% |
| 6M | -12.8% | +45.4% | -58.2% | -15.9% |
| YTD | -20.8% | -18.1% | -2.7% | -20.4% |
| 1Y | -33.2% | -53.6% | +20.3% | -30.2% |
| 3Y | -26.6% | -11.0% | -15.6% | -29.9% |
| 5Y | -11.3% | -17.1% | +5.8% | -21.0% |
| All | -1.6% | +1.6% | -3.2% | -13.2% |
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