+113.3%
NOK vs DUOL
+1.6%
+111.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.0% | +5.8% | +4.9% |
| 7D | +11.0% | -7.0% | +17.9% | +11.4% |
| 30D | +7.8% | +6.7% | +1.1% | +7.1% |
| 3M | -21.0% | +16.0% | -37.0% | -22.3% |
| 6M | +40.9% | +45.4% | -4.5% | +35.4% |
| YTD | +72.0% | -18.1% | +90.2% | +73.5% |
| 1Y | +140.9% | -53.6% | +194.5% | +154.6% |
| 3Y | +194.3% | -11.0% | +205.2% | +177.1% |
| 5Y | +112.5% | -17.1% | +129.7% | +85.3% |
| All | +113.3% | +1.6% | +111.6% | +82.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling