-11.9%
NOW vs DUOL
+9.1%
-21.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.8% | +4.6% | +1.8% |
| 7D | -3.1% | +14.0% | -17.1% | -7.5% |
| 30D | -27.0% | +2.9% | -29.9% | -28.4% |
| 3M | -17.7% | +17.8% | -35.6% | -22.5% |
| 6M | +12.7% | +42.8% | -30.1% | +1.0% |
| YTD | -32.9% | -12.1% | -20.8% | -32.8% |
| 1Y | -40.4% | -23.3% | -17.0% | -38.4% |
| 3Y | -17.1% | -24.0% | +6.9% | -21.3% |
| 5Y | -25.7% | +5.1% | -30.8% | -44.7% |
| All | -11.9% | +9.1% | -21.0% | -34.7% |
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