+137.9%
NEM vs DUOL
+3.5%
+134.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.2% | +4.4% | -0.6% |
| 7D | +3.9% | -7.8% | +11.7% | +4.1% |
| 30D | +12.7% | +11.8% | +0.9% | +12.2% |
| 3M | +28.7% | +24.1% | +4.6% | +27.3% |
| 6M | +9.8% | +43.6% | -33.9% | +7.7% |
| YTD | +28.1% | -16.6% | +44.7% | +29.0% |
| 1Y | +69.3% | -46.0% | +115.4% | +73.7% |
| 3Y | +247.7% | -6.5% | +254.1% | +240.7% |
| 5Y | +153.4% | -7.4% | +160.8% | +138.0% |
| All | +137.9% | +3.5% | +134.4% | +122.6% |
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 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