+52.5%
NDAQ vs DUOL
-11.2%
+63.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +4.0% | -0.3% |
| 7D | -1.6% | -11.8% | +10.2% | -0.2% |
| 30D | -1.5% | +1.5% | -3.0% | -1.8% |
| 3M | +8.0% | +18.1% | -10.1% | +5.6% |
| 6M | +7.7% | +38.7% | -30.9% | +3.1% |
| YTD | -2.3% | -20.7% | +18.3% | -1.2% |
| 1Y | +0.6% | -49.1% | +49.6% | +5.8% |
| 3Y | +90.9% | -11.0% | +102.0% | +82.8% |
| 5Y | +52.5% | -18.0% | +70.4% | +34.9% |
| All | +52.5% | -11.2% | +63.6% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 5y: compounded portfolio wealth divided by compounded DUOL 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…
5y analysis · Full analysis span regression · 6 months rolling