+97.2%
NI vs DUOL
-17.6%
+114.8%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | 0.0% | -7.0% | +7.0% | +0.2% |
| 30D | -1.4% | +6.7% | -8.1% | -1.6% |
| 3M | -10.6% | +16.0% | -26.6% | -11.0% |
| 6M | -9.3% | +45.4% | -54.7% | -10.4% |
| YTD | +1.1% | -18.1% | +19.3% | +1.6% |
| 1Y | +3.4% | -53.6% | +56.9% | +5.5% |
| 3Y | +67.9% | -11.0% | +78.8% | +67.7% |
| All | +97.2% | -17.6% | +114.8% | +90.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling