-49.7%
NRG vs DUOL
-38.2%
-11.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +26.0% | -39.5% | -9.2% |
| 7D | -13.7% | +19.3% | -33.0% | -9.9% |
| 30D | -13.6% | +9.6% | -23.2% | -10.5% |
| 3M | -28.5% | +17.1% | -45.6% | -25.2% |
| 6M | -45.8% | +46.3% | -92.1% | -42.3% |
| YTD | -46.9% | -8.1% | -38.8% | -41.1% |
| 1Y | -49.7% | -38.5% | -11.3% | -41.9% |
| All | -49.7% | -38.2% | -11.5% | -41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling