+67.9%
NI vs DUOL
-8.7%
+76.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -4.9% | -0.7% |
| 7D | -0.6% | -8.6% | +8.0% | -0.5% |
| 30D | -1.4% | +7.2% | -8.6% | -1.5% |
| 3M | -10.6% | +19.1% | -29.6% | -11.0% |
| 6M | -9.9% | +52.5% | -62.4% | -11.0% |
| YTD | +1.2% | -17.3% | +18.5% | +2.0% |
| 1Y | +4.4% | -49.2% | +53.6% | +7.1% |
| All | +67.9% | -8.7% | +76.6% | +73.2% |
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