-11.0%
DUOL vs NTR
+36.8%
-47.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -1.0% |
| 7D | -7.0% | -1.3% | -5.7% | -6.9% |
| 30D | +6.7% | +16.8% | -10.1% | +6.0% |
| 3M | +16.0% | +20.7% | -4.7% | +15.0% |
| 6M | +45.4% | +0.5% | +44.9% | +45.5% |
| YTD | -18.1% | +29.2% | -47.3% | -20.7% |
| 1Y | -53.6% | +39.6% | -93.1% | -55.6% |
| 3Y | -11.0% | +37.9% | -48.8% | -14.7% |
| All | -11.0% | +36.8% | -47.7% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 3y: compounded portfolio wealth divided by compounded NTR 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…
3y analysis · Full analysis span regression · 6 months rolling