-38.5%
DUOL vs NTRS
+43.5%
-81.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.0% | +3.1% | +22.9% | +25.1% |
| 7D | +19.3% | +3.6% | +15.7% | +18.4% |
| 30D | +9.6% | +4.3% | +5.3% | +8.6% |
| 3M | +17.1% | -1.9% | +19.0% | +16.4% |
| 6M | +46.3% | +11.4% | +34.9% | +38.9% |
| YTD | -8.1% | +32.3% | -40.4% | -22.8% |
| 1Y | -38.5% | +42.5% | -81.0% | -51.1% |
| All | -38.5% | +43.5% | -81.9% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling