-11.0%
DUOL vs NTRS
+168.2%
-179.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.5% |
| 7D | -7.0% | +1.4% | -8.4% | -7.5% |
| 30D | +6.7% | -0.7% | +7.4% | +6.9% |
| 3M | +16.0% | +11.3% | +4.7% | +9.7% |
| 6M | +45.4% | +35.5% | +9.9% | +22.5% |
| YTD | -18.1% | +40.6% | -58.7% | -32.3% |
| 1Y | -53.6% | +49.2% | -102.8% | -62.8% |
| 3Y | -11.0% | +167.2% | -178.2% | -46.1% |
| All | -11.0% | +168.2% | -179.1% | -46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling