+56.9%
NOC vs DUOL
+3.5%
+53.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.2% | +5.9% | +0.8% |
| 7D | -2.7% | -7.8% | +5.1% | -2.6% |
| 30D | -8.9% | +11.8% | -20.7% | -9.1% |
| 3M | -3.7% | +24.1% | -27.8% | -4.1% |
| 6M | -30.8% | +43.6% | -74.4% | -31.3% |
| YTD | -7.9% | -16.6% | +8.6% | -7.8% |
| 1Y | -9.4% | -46.0% | +36.6% | -8.6% |
| 3Y | +29.0% | -6.5% | +35.4% | +27.2% |
| 5Y | +56.1% | -7.4% | +63.5% | +50.9% |
| All | +56.9% | +3.5% | +53.3% | +52.3% |
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