+243.5%
NEM vs DUOL
-8.7%
+252.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.2% | -2.1% |
| 7D | -3.3% | -8.6% | +5.3% | -3.2% |
| 30D | +7.8% | +7.2% | +0.7% | +7.7% |
| 3M | +36.3% | +19.1% | +17.2% | +35.6% |
| 6M | +6.6% | +52.5% | -46.0% | +5.1% |
| YTD | +27.1% | -17.3% | +44.4% | +28.8% |
| 1Y | +62.3% | -49.2% | +111.6% | +67.8% |
| All | +243.5% | -8.7% | +252.2% | +248.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling