+180.8%
NOK vs DUOL
-8.7%
+189.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.3% | -5.6% | -1.4% |
| 7D | +8.7% | -8.6% | +17.3% | +8.8% |
| 30D | +12.5% | +7.2% | +5.3% | +12.3% |
| 3M | -20.7% | +19.1% | -39.8% | -21.3% |
| 6M | +36.2% | +52.5% | -16.4% | +33.3% |
| YTD | +64.1% | -17.3% | +81.4% | +66.4% |
| 1Y | +132.4% | -49.2% | +181.6% | +141.9% |
| All | +180.8% | -8.7% | +189.5% | +163.3% |
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 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