+72.7%
NEM vs DUOL
-43.9%
+116.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +1.0% | -2.0% |
| 7D | +0.3% | +5.1% | -4.8% | +0.6% |
| 30D | +23.1% | +14.1% | +8.9% | +24.0% |
| 3M | +18.5% | +41.5% | -23.0% | +20.8% |
| 6M | +7.8% | +60.6% | -52.8% | +10.4% |
| YTD | +29.1% | -12.0% | +41.1% | +34.5% |
| 1Y | +72.7% | -43.4% | +116.0% | +81.6% |
| All | +72.7% | -43.9% | +116.5% | +81.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling