+66.2%
NDAQ vs DUOL
+11.7%
+54.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.0% | -5.2% | -0.8% |
| 7D | +1.3% | +3.0% | -1.8% | +0.8% |
| 30D | +18.0% | +18.3% | -0.4% | +15.1% |
| 3M | +11.5% | +14.7% | -3.2% | +8.9% |
| 6M | +21.1% | +57.5% | -36.4% | +13.5% |
| YTD | +12.8% | -5.8% | +18.6% | +11.2% |
| 1Y | +25.7% | -11.4% | +37.1% | +24.6% |
| 3Y | +116.8% | -22.5% | +139.3% | +109.8% |
| All | +66.2% | +11.7% | +54.5% | +44.8% |
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