+106.2%
NOK vs DUOL
-1.5%
+107.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.9% | +5.9% | +1.4% |
| 7D | +9.3% | -11.8% | +21.1% | +10.2% |
| 30D | +17.9% | +1.5% | +16.4% | +17.5% |
| 3M | -22.3% | +18.1% | -40.5% | -23.8% |
| 6M | +36.4% | +38.7% | -2.3% | +31.5% |
| YTD | +66.3% | -20.7% | +87.0% | +68.1% |
| 1Y | +134.4% | -49.1% | +183.5% | +144.9% |
| 3Y | +186.6% | -11.0% | +197.6% | +169.5% |
| 5Y | +102.7% | -18.0% | +120.7% | +76.8% |
| All | +106.2% | -1.5% | +107.7% | +76.8% |
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