+95.0%
NI vs DUOL
+3.5%
+91.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.2% | +6.5% | +1.3% |
| 7D | +2.3% | -7.8% | +10.1% | +2.5% |
| 30D | -1.7% | +11.8% | -13.5% | -1.9% |
| 3M | -8.0% | +24.1% | -32.1% | -8.5% |
| 6M | -8.6% | +43.6% | -52.3% | -9.6% |
| YTD | +2.3% | -16.6% | +18.9% | +2.7% |
| 1Y | +6.9% | -46.0% | +53.0% | +8.6% |
| 3Y | +70.6% | -6.5% | +77.0% | +70.3% |
| 5Y | +96.4% | -7.4% | +103.8% | +90.4% |
| All | +95.0% | +3.5% | +91.5% | +87.1% |
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