-18.6%
NRG vs DUOL
-43.9%
+25.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.7% | +9.2% | +6.2% |
| 7D | +7.1% | +5.1% | +2.0% | +7.5% |
| 30D | -1.4% | +14.1% | -15.6% | -0.4% |
| 3M | -10.5% | +41.5% | -52.0% | -9.4% |
| 6M | -26.7% | +60.6% | -87.4% | -27.0% |
| YTD | -24.5% | -12.0% | -12.5% | -19.1% |
| 1Y | -18.6% | -43.4% | +24.8% | -6.8% |
| All | -18.6% | -43.9% | +25.3% | -6.8% |
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 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