+208.7%
NRG vs DUOL
-9.6%
+218.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.7% |
| 7D | -4.7% | -7.0% | +2.3% | -4.1% |
| 30D | -6.0% | +6.7% | -12.7% | -6.9% |
| 3M | -8.0% | +16.0% | -24.0% | -10.3% |
| 6M | -23.2% | +45.4% | -68.6% | -28.2% |
| YTD | -28.1% | -18.1% | -9.9% | -26.4% |
| 1Y | -27.3% | -53.6% | +26.3% | -18.6% |
| 3Y | +208.7% | -11.0% | +219.6% | +220.2% |
| All | +208.7% | -9.6% | +218.3% | +220.2% |
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