+327.1%
NET vs DUOL
+3.9%
+323.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.8% | -1.3% |
| 7D | -7.0% | +5.1% | -12.1% | -8.3% |
| 30D | -4.8% | +14.1% | -18.9% | -8.4% |
| 3M | +3.8% | +41.5% | -37.7% | -6.4% |
| 6M | +50.0% | +60.6% | -10.6% | +30.6% |
| YTD | +41.5% | -12.0% | +53.5% | +41.9% |
| 1Y | +32.8% | -43.4% | +76.2% | +46.0% |
| All | +327.1% | +3.9% | +323.2% | +254.0% |
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 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