+88.4%
NDAQ vs DUOL
+16.9%
+71.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.0% | -5.2% | -0.7% |
| 7D | +1.3% | +3.0% | -1.8% | +0.9% |
| 30D | +18.0% | +18.3% | -0.4% | +15.3% |
| 3M | +11.5% | +14.7% | -3.2% | +9.1% |
| 6M | +21.1% | +57.5% | -36.4% | +14.0% |
| YTD | +12.8% | -5.8% | +18.6% | +11.3% |
| 1Y | +25.7% | -11.4% | +37.1% | +24.7% |
| 3Y | +116.8% | -22.5% | +139.3% | +110.8% |
| 5Y | +67.3% | +6.6% | +60.6% | +45.3% |
| All | +88.4% | +16.9% | +71.5% | +63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling