-91.2%
NIO vs DUOL
-1.5%
-89.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.9% | +2.5% | -1.0% |
| 7D | -4.1% | -11.8% | +7.6% | -0.7% |
| 30D | -23.2% | +1.5% | -24.7% | -24.1% |
| 3M | -29.9% | +18.1% | -48.1% | -34.4% |
| 6M | -25.1% | +38.7% | -63.8% | -34.0% |
| YTD | -27.5% | -20.7% | -6.8% | -25.3% |
| 1Y | -41.1% | -49.1% | +8.0% | -32.3% |
| 3Y | -63.1% | -11.0% | -52.1% | -70.9% |
| 5Y | -90.4% | -18.0% | -72.4% | -94.0% |
| All | -91.2% | -1.5% | -89.6% | -94.9% |
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