+7.0%
DUOL vs NTR
+54.6%
-47.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.9% |
| 7D | -7.0% | -1.3% | -5.7% | -6.8% |
| 30D | +6.7% | +16.8% | -10.1% | +3.2% |
| 3M | +16.0% | +20.7% | -4.7% | +11.1% |
| 6M | +45.4% | +0.5% | +44.9% | +44.2% |
| YTD | -18.1% | +29.2% | -47.3% | -24.4% |
| 1Y | -53.6% | +39.6% | -93.1% | -58.2% |
| 3Y | -11.0% | +37.9% | -48.8% | -21.1% |
| 5Y | -17.1% | +47.1% | -64.2% | -26.9% |
| All | +7.0% | +54.6% | -47.6% | -6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling