-92.3%
NIO vs DUOL
+16.1%
-108.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.8% | -6.0% | -2.5% |
| 7D | -1.8% | +1.8% | -3.6% | -2.4% |
| 30D | -6.6% | +11.1% | -17.7% | -10.3% |
| 3M | -29.9% | +21.2% | -51.0% | -35.0% |
| 6M | -46.6% | +56.1% | -102.7% | -54.7% |
| YTD | -36.5% | -6.5% | -30.0% | -38.5% |
| 1Y | -51.1% | -15.8% | -35.3% | -51.2% |
| 3Y | -55.2% | -22.4% | -32.8% | -61.3% |
| 5Y | -92.3% | +8.3% | -100.6% | -95.5% |
| All | -92.3% | +16.1% | -108.3% | -95.8% |
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 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