-47.4%
NKE vs DUOL
-43.9%
-3.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.8% | -0.7% |
| 7D | -2.0% | +5.1% | -7.1% | -2.6% |
| 30D | -8.6% | +14.1% | -22.7% | -10.0% |
| 3M | -11.0% | +41.5% | -52.5% | -14.5% |
| 6M | -33.2% | +60.6% | -93.8% | -36.7% |
| YTD | -38.1% | -12.0% | -26.1% | -40.0% |
| 1Y | -47.4% | -43.4% | -4.0% | -47.1% |
| All | -47.4% | -43.9% | -3.5% | -47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling