+122.6%
NET vs DUOL
+14.1%
+108.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +26.0% | -28.6% | -12.7% |
| 7D | -16.4% | +19.3% | -35.6% | -23.5% |
| 30D | -25.8% | +9.6% | -35.5% | -30.0% |
| 3M | -11.5% | +17.1% | -28.6% | -20.0% |
| 6M | +18.9% | +46.3% | -27.4% | -3.8% |
| YTD | +35.2% | -8.1% | +43.3% | +30.3% |
| 1Y | +14.5% | -38.5% | +52.9% | +27.7% |
| 3Y | +313.8% | +1.2% | +312.6% | +194.4% |
| 5Y | +32.6% | +1.7% | +30.9% | -28.0% |
| All | +122.6% | +14.1% | +108.6% | +18.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling