+27.8%
NLY vs DUOL
+1.6%
+26.2%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.4% |
| 7D | -4.0% | -7.0% | +3.0% | -3.4% |
| 30D | -5.2% | +6.7% | -12.0% | -5.9% |
| 3M | +2.8% | +16.0% | -13.2% | +1.1% |
| 6M | +4.2% | +45.4% | -41.2% | +0.1% |
| YTD | +4.7% | -18.1% | +22.8% | +5.5% |
| 1Y | +12.7% | -53.6% | +66.3% | +19.0% |
| 3Y | +62.5% | -11.0% | +73.5% | +54.4% |
| 5Y | +26.3% | -17.1% | +43.4% | +11.2% |
| All | +27.8% | +1.6% | +26.2% | +13.1% |
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 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