-59.2%
NKE vs DUOL
-9.6%
-49.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | -4.2% | -7.0% | +2.8% | -3.5% |
| 30D | -8.2% | +6.7% | -14.9% | -8.9% |
| 3M | -19.1% | +16.0% | -35.1% | -20.7% |
| 6M | -32.6% | +45.4% | -78.0% | -35.7% |
| YTD | -40.7% | -18.1% | -22.6% | -40.5% |
| 1Y | -48.9% | -53.6% | +4.7% | -46.2% |
| 3Y | -59.2% | -11.0% | -48.3% | -60.6% |
| All | -59.2% | -9.6% | -49.6% | -60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling