+23.7%
NEE vs DUOL
+3.5%
+20.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.2% | +5.7% | +0.6% |
| 7D | +1.1% | -7.8% | +8.9% | +1.3% |
| 30D | -0.2% | +11.8% | -12.1% | -0.6% |
| 3M | +0.5% | +24.1% | -23.6% | -0.2% |
| 6M | -6.5% | +43.6% | -50.2% | -7.7% |
| YTD | +6.7% | -16.6% | +23.3% | +7.3% |
| 1Y | +23.6% | -46.0% | +69.6% | +26.1% |
| 3Y | +37.1% | -6.5% | +43.6% | +33.8% |
| 5Y | +10.9% | -7.4% | +18.3% | +2.6% |
| All | +23.7% | +3.5% | +20.2% | +13.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling