+7.0%
DUOL vs NVMI
+295.7%
-288.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.5% |
| 7D | -7.0% | -0.1% | -6.9% | -7.0% |
| 30D | +6.7% | -8.4% | +15.1% | +9.0% |
| 3M | +16.0% | -33.6% | +49.6% | +29.1% |
| 6M | +45.4% | -14.7% | +60.1% | +40.2% |
| YTD | -18.1% | +13.2% | -31.4% | -32.5% |
| 1Y | -53.6% | +29.0% | -82.6% | -64.2% |
| 3Y | -11.0% | +215.0% | -226.0% | -63.4% |
| 5Y | -17.1% | +268.6% | -285.7% | -65.6% |
| All | +7.0% | +295.7% | -288.7% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 10y: compounded portfolio wealth divided by compounded NVMI 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…
10y analysis · Full analysis span regression · 6 months rolling