-90.1%
NIO vs DUOL
-10.4%
-79.7%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +5.0% | +1.2% |
| 7D | -6.7% | -7.8% | +1.1% | -4.5% |
| 30D | -20.0% | +11.8% | -31.9% | -23.1% |
| 3M | -30.5% | +24.1% | -54.6% | -35.8% |
| 6M | -20.7% | +43.6% | -64.3% | -30.8% |
| YTD | -25.7% | -16.6% | -9.1% | -24.6% |
| 1Y | -38.6% | -46.0% | +7.5% | -30.6% |
| 3Y | -62.3% | -6.5% | -55.8% | -70.6% |
| 5Y | -90.1% | -7.4% | -82.7% | -94.1% |
| All | -90.1% | -10.4% | -79.7% | -94.1% |
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 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